# EDGAR Filing Document

**Accession Number:** 0000809707
**File Stem:** 0001752724-23-067945
**Filing Date:** 2023-3
**Character Count:** 8313819
**Document Hash:** 98f1cfe8314273c8e3f5060922d4760a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067945.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067945

**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:** 23764145

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

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

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

## Series and Classes Contracts Data

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

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

## 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 Total Return Fund

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

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

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

- **a. Date of fiscal year-end:** 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:** $3802567176.05

**Total Liabilities:** $259273128.64

**Net Assets:** $3543294047.41

**Delayed Delivery Securities:** $242385396.32

**Cash Not Reported:** $14114642.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1091.83000000 | **1-Year:** -89415.42000000 | **5-Year:** -280107.72000000 | **10-Year:** -598993.95000000 | **30-Year:** -789397.14000000

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

- **3-Month:** 8245.25000000 | **1-Year:** 27532.18000000 | **5-Year:** 3069.00000000 | **10-Year:** -45458.27000000 | **30-Year:** -14896.08000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018530 | 4.18%                | -0.42%               | 3.28%                |
| Class ID C000018528 | 4.05%                | -0.43%               | 3.40%                |
| Class ID C000128883 | 4.18%                | -0.48%               | 3.41%                |
| Class ID C000018526 | 4.18%                | -0.52%               | 3.41%                |
| Class ID C000018529 | 4.05%                | -0.37%               | 3.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-22845795.25            | $158829727.80                              |
| Month 2  | $3657248.51              | $-26754299.77                              |
| Month 3  | $-5120099.03             | $115158674.88                              |

**Designated Index Information**

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

- **Index Identifier:** BM0838

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140QNDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5627889 | PA      | $4742593.87   | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $0.00         | 0.00%             | 2027-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6265249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     89433 | PA      | $83385.17     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6006983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4450 | PA      | $4129.19      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184036052.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21483 | PA      | $21147.52     | 0.00%             | 2026-12-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       288 | PA      | $294.79       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991061585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.01        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589011.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $688.91       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141680.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2230 | PA      | $2233.38      | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619055.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2425 | PA      | $2423.89      | 0.00%             | 2026-08-25      | Fixed         | 19.81%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10060747.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20274 | PA      | $20570.17     | 0.00%             | 2025-10-01      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19742 | PA      | $18979.79     | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131037.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $316.69       | 0.00%             | 2024-11-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $137.56       | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4924220.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       849 | PA      | $510.74       | 0.00%             | 2023-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1606592.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20587 | PA      | $20545.84     | 0.00%             | 2024-08-23      | Fixed         | 16.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051960.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8512 | PA      | $8102.79      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2017-2, Class A1                                 | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380953 | PA      | $376823.37    | 0.01%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | 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        |    669293 | PA      | $647029.28    | 0.02%             | 2026-04-15      | Variable      | 18.34%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $317.97       | 0.00%             | 2024-11-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046526.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $638.43       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218537.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $297.05       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991019637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $105.85       | 0.00%             | 2023-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903062.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2677 | PA      | $2504.38      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256520.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $318.43       | 0.00%             | 2024-12-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6242973.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6517 | PA      | $6167.92      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09789796.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19023 | PA      | $19418.37     | 0.00%             | 2025-08-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6152853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63658 | PA      | $55714.32     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4807316.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $272.01       | 0.00%             | 2023-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183492757.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12672 | PA      | $12321.76     | 0.00%             | 2026-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22686 | PA      | $22010.66     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.26        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6203071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30715 | PA      | $29182.80     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12224 | PA      | $11453.50     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $119.00       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183394419.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4164 | PA      | $4059.11      | 0.00%             | 2026-11-19      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198258.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $624.14       | 0.00%             | 2024-11-29      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.89        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892911.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14873 | PA      | $14430.07     | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12285827.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8721 | PA      | $8823.63      | 0.00%             | 2026-03-01      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779368.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2713 | PA      | $2633.82      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $140.63       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $190.87       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991075118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1561 | PA      | $1619.53      | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184356206.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8858 | PA      | $0.00         | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183164730.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $805.84       | 0.00%             | 2024-11-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183149370.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $3294.25      | 0.00%             | 2024-11-12      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932982.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       923 | PA      | $897.78       | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183733.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $529.39       | 0.00%             | 2024-11-22      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                  | FHLMC STACR Debt Notes, Series 2015-DNA3, Class M3                                 | CUSIP: 3137G0GW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1256243 | PA      | $1300887.19   | 0.04%             | 2028-04-25      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11314530.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8676 | PA      | $8738.65      | 0.00%             | 2024-01-01      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656627.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11388 | PA      | $11097.86     | 0.00%             | 2024-10-29      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $41.33        | 0.00%             | 2024-11-22      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217859.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16377 | PA      | $16243.25     | 0.00%             | 2026-12-09      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10244412.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14803 | PA      | $15010.77     | 0.00%             | 2026-08-20      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6196348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18401 | PA      | $17599.88     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702533.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2119 | PA      | $2073.33      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5751758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2417 | PA      | $2344.81      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3025 | PA      | $2996.48      | 0.00%             | 2024-12-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5107188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5244 | PA      | $3343.28      | 0.00%             | 2023-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876195.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2322 | PA      | $163.76       | 0.00%             | 2026-10-19      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991423603.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $135.63       | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991312199.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $2.33         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $67.31        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $373.50       | 0.00%             | 2024-11-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $1082.82      | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910856.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1517 | PA      | $1376.57      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2645 | PA      | $2622.59      | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $148.97       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| STERIS Irish FinCo. UnLtd Co.                                                   | STERIS Irish FinCo. UnLtd. Co.                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |   2400000 | PA      | $2057606.74   | 0.06%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184090890.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4158 | PA      | $4132.60      | 0.00%             | 2024-12-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6255 | PA      | $5907.59      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991094513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3218 | PA      | $3355.31      | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148298.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $14.99        | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09697087.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28580 | PA      | $28958.30     | 0.00%             | 2026-07-16      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3243 | PA      | $3103.38      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $87.69        | 0.00%             | 2023-11-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818915.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $198.68       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039753.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       650 | PA      | $647.15       | 0.00%             | 2024-11-12      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163877923.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14315 | PA      | $1347.52      | 0.00%             | 2024-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182810684.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17181 | PA      | $16921.87     | 0.00%             | 2026-11-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219252.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4466 | PA      | $4394.98      | 0.00%             | 2026-12-10      | Fixed         | 15.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143728.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $328.57       | 0.00%             | 2024-11-28      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156508.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $8.62         | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $284.55       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308780.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $107.21       | 0.00%             | 2024-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6274889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49222 | PA      | $46085.28     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18158 | PA      | $17018.40     | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.83        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5383107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1321 | PA      | $1288.22      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331225.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $150.34       | 0.00%             | 2024-12-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121680.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $19.53        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4662124.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2951 | PA      | $1331.09      | 0.00%             | 2023-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991054094.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $48.00        | 0.00%             | 2023-11-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09076478.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17261 | PA      | $17700.79     | 0.00%             | 2025-06-13      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215617.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2086 | PA      | $2067.51      | 0.00%             | 2024-12-09      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232620.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $137.90       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6111 | PA      | $5444.58      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.68        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $202.58       | 0.00%             | 2024-11-15      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5783365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44958 | PA      | $43026.59     | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.28        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $349.54       | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297124.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5375 | PA      | $4098.03      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31390N6W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7206 | PA      | $7467.62      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222118.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2616 | PA      | $2593.11      | 0.00%             | 2026-12-10      | Fixed         | 24.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991339855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       422 | PA      | $419.55       | 0.00%             | 2024-12-12      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $190.84       | 0.00%             | 2023-11-21      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1620982.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26662 | PA      | $26552.16     | 0.00%             | 2027-01-25      | Fixed         | 29.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6206056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12084 | PA      | $11231.34     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09321377.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19664 | PA      | $19923.34     | 0.00%             | 2026-05-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5469093.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4182 | PA      | $3666.99      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.33        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841521.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2577 | PA      | $2517.67      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6121209.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2699 | PA      | $2301.25      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11803536.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20549 | PA      | $20655.60     | 0.00%             | 2025-02-01      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149128.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $311.17       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991075585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $376.70       | 0.00%             | 2024-11-16      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31413BJ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7754 | PA      | $7888.34      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140811.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $104.06       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09010389.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17354 | PA      | $17634.28     | 0.00%             | 2026-06-03      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044613.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $407.48       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990464.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5655 | PA      | $1616.82      | 0.00%             | 2026-11-08      | Fixed         | 26.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $157.05       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08330688.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17834 | PA      | $18129.15     | 0.00%             | 2026-04-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6229112.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63489 | PA      | $56607.56     | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5294178.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4625 | PA      | $1614.26      | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991421673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       684 | PA      | $675.30       | 0.00%             | 2023-12-18      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119264.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $1202.78      | 0.00%             | 2024-11-25      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3720 | PA      | $3478.66      | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5548729.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $250.22       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $232.55       | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10476876.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20217 | PA      | $20547.51     | 0.00%             | 2026-10-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5699015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $1052.26      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10482401.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21554 | PA      | $21862.89     | 0.00%             | 2026-10-29      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       978 | PA      | $999.68       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071642.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $81.63        | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991409974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2027-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991431493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1922 | PA      | $1929.00      | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5973087.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $465.64       | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991320459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $65.52        | 0.00%             | 2023-11-25      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991042571.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $64.53        | 0.00%             | 2023-11-13      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.47        | 0.00%             | 2023-11-28      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991035358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.67        | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183483610.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16479 | PA      | $15947.39     | 0.00%             | 2026-12-03      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5224182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1467 | PA      | $1156.94      | 0.00%             | 2023-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183700079.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12916 | PA      | $9707.12      | 0.00%             | 2026-12-15      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214064.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4293 | PA      | $4253.66      | 0.00%             | 2026-12-09      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $324.16       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09214807.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4698 | PA      | $1417.86      | 0.00%             | 2026-05-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183343101.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6510 | PA      | $0.00         | 0.00%             | 2024-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271153.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2552 | PA      | $2396.64      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991048924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $1029.30      | 0.00%             | 2024-11-11      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706970.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $1656.89      | 0.00%             | 2026-09-13      | Fixed         | 23.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276052.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $0.00         | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5094586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2003 | PA      | $996.45       | 0.00%             | 2023-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220257.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4290 | PA      | $4231.54      | 0.00%             | 2026-12-10      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195929.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $109.99       | 0.00%             | 2024-11-27      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167046067.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1378 | PA      | $1378.46      | 0.00%             | 2033-02-20      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9218 | PA      | $8588.46      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407PYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235059 | PA      | $241173.93    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221531.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3115 | PA      | $3089.19      | 0.00%             | 2026-12-10      | Fixed         | 30.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5223207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $1174.84      | 0.00%             | 2023-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218561.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $55.27        | 0.00%             | 2023-11-19      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162354.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $153.44       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.14        | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $461.98       | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991328767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $0.00         | 0.00%             | 2024-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18278512 | PA      | $16321206.84  | 0.46%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       885 | PA      | $849.06       | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1724 | PA      | $1376.91      | 0.00%             | 2024-03-27      | 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-S1, Class PT | CUSIP: 21053KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202292 | PA      | $197403.45    | 0.01%             | 2044-04-15      | Variable      | 12.94%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $281.32       | 0.00%             | 2024-12-11      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09087474.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3956 | PA      | $4021.56      | 0.00%             | 2024-04-30      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $82.43        | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072495.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $-142.82      | -0.00%            | 2025-04-18      | Fixed         | 28.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991030132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       338 | PA      | $23.55        | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5507245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2886 | PA      | $2818.42      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5198637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       791 | PA      | $617.07       | 0.00%             | 2023-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991354238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $388.83       | 0.00%             | 2023-12-09      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182787978.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3416 | PA      | $2686.20      | 0.00%             | 2024-11-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1992267.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42358 | PA      | $42020.95     | 0.00%             | 2026-11-08      | Fixed         | 20.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991219555.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $476.21       | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221255.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6293 | PA      | $6230.01      | 0.00%             | 2026-12-10      | Fixed         | 13.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145121.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $124.61       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069740.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13328 | PA      | $13209.66     | 0.00%             | 2026-11-18      | Fixed         | 13.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991375119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $101.46       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5976217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15290 | PA      | $14400.99     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706444.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4739 | PA      | $4691.45      | 0.00%             | 2026-09-13      | Fixed         | 12.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220289.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6326 | PA      | $903.00       | 0.00%             | 2024-12-10      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287452.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5364 | PA      | $5032.19      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163643.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $5.33         | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $326.07       | 0.00%             | 2024-11-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5710324.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6712 | PA      | $6383.54      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183917868.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16125 | PA      | $15873.84     | 0.00%             | 2026-12-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09374876.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30248 | PA      | $30747.96     | 0.00%             | 2026-06-29      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874758.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1973 | PA      | $1943.53      | 0.00%             | 2026-10-19      | Fixed         | 20.02%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655004.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16564 | PA      | $15994.34     | 0.00%             | 2026-10-26      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565523.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5361 | PA      | $4736.07      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991231739.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $102.97       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12324 | PA      | $11022.83     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $218.67       | 0.00%             | 2024-11-24      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991328492.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $11.71        | 0.00%             | 2028-02-28      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181671017.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19973 | PA      | $19525.50     | 0.00%             | 2026-10-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6361123.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3837 | PA      | $3593.90      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11313930.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6937 | PA      | $6868.51      | 0.00%             | 2024-11-15      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991237137.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.72        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991295578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.03        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996800.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20910 | PA      | $20556.52     | 0.00%             | 2026-11-08      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606978.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10596 | PA      | $10202.41     | 0.00%             | 2026-08-25      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961568.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $1190.89      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2366 | PA      | $2231.83      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17012 | PA      | $15817.05     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5049433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $462.64       | 0.00%             | 2023-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $386.99       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24201399.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $1.89         | 0.00%             | 2027-11-06      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087213.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $100.15       | 0.00%             | 2023-11-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656341.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14104 | PA      | $13459.80     | 0.00%             | 2026-11-26      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070599.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4553 | PA      | $1159.63      | 0.00%             | 2027-04-18      | Fixed         | 13.28%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184253714.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18434 | PA      | $18171.09     | 0.00%             | 2024-12-17      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       693 | PA      | $619.32       | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $177.67       | 0.00%             | 2024-11-21      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705472.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6542 | PA      | $6466.02      | 0.00%             | 2026-09-13      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10642 | PA      | $9990.29      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991339363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $118.05       | 0.00%             | 2024-12-16      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126374.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $-2.65        | -0.00%            | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6320056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9445 | PA      | $8703.74      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09356444.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15099 | PA      | $15438.08     | 0.00%             | 2026-05-27      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1647092.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23435 | PA      | $22633.15     | 0.00%             | 2024-10-29      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183017036.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24285 | PA      | $24042.18     | 0.00%             | 2024-12-01      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163175.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $393.63       | 0.00%             | 2024-11-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1099 | PA      | $1022.44      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.63        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991235625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.18        | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36208PKW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1183 | PA      | $1181.14      | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117632.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1085.74      | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263485.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08957136.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18934 | PA      | $19183.94     | 0.00%             | 2025-04-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $562.22       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5576888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $324.70       | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991504029.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $685.24       | 0.00%             | 2024-12-20      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991330184.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $32.19        | 0.00%             | 2024-12-10      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245290.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.00        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991047941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $333.15       | 0.00%             | 2024-11-14      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991384624.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $110.16       | 0.00%             | 2024-12-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991367704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $305.46       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5981040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5605 | PA      | $5313.59      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $51.73        | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183393938.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11373 | PA      | $1082.42      | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991472819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       656 | PA      | $648.51       | 0.00%             | 2024-12-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2583 | PA      | $2639.12      | 0.00%             | 2024-11-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $2125.85      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991241558.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $319.63       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991295869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $1790.82      | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617268.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1976 | PA      | $1961.77      | 0.00%             | 2026-08-24      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2753 | PA      | $2703.62      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074457.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20893 | PA      | $20595.11     | 0.00%             | 2026-11-18      | Fixed         | 16.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991042459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6636 | PA      | $6600.48      | 0.00%             | 2024-11-12      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $1090.38      | 0.00%             | 2024-11-28      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114190.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $56.50        | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13734 | PA      | $13149.78     | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1766 | PA      | $1635.34      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $402.34       | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Biogen, Inc.                                                                    | Biogen, Inc.                                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $5856443.24   | 0.17%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878804.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2497 | PA      | $2483.71      | 0.00%             | 2026-10-19      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182787.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.05        | 0.00%             | 2023-11-29      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $127.65       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220268.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3370 | PA      | $3334.80      | 0.00%             | 2024-12-10      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $59.83        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991454147.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $106.30       | 0.00%             | 2024-12-19      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4813955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24847 | PA      | $10977.30     | 0.00%             | 2023-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183179352.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16662 | PA      | $15892.55     | 0.00%             | 2026-11-30      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $53.86        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $724.72       | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5776004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2526 | PA      | $2463.63      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173027.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.60         | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $135.42       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10746025.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10683 | PA      | $10814.14     | 0.00%             | 2026-12-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6301934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11001 | PA      | $10150.85     | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $346.14       | 0.00%             | 2024-12-01      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1992743.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3341 | PA      | $3292.06      | 0.00%             | 2026-11-08      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $868.42       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074846.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12467 | PA      | $12330.02     | 0.00%             | 2026-11-18      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131479.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       566 | PA      | $579.82       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11396422.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15967 | PA      | $16009.14     | 0.00%             | 2027-01-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $60.97        | 0.00%             | 2023-11-20      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6187167.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5162 | PA      | $4880.14      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5216 | PA      | $5014.83      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991318295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $216.61       | 0.00%             | 2024-12-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       923 | PA      | $919.12       | 0.00%             | 2024-11-29      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                   | Mill City Mortgage Loan Trust, Series 2018-4, Class A1B                            | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6344743 | PA      | $6094280.66   | 0.17%             | 2066-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127919.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $-0.80        | -0.00%            | 2023-11-24      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $54.72        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1619402.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1520.68      | 0.00%             | 2025-01-25      | Fixed         | 29.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $62.44        | 0.00%             | 2023-12-07      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184004060.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19433 | PA      | $19265.61     | 0.00%             | 2024-12-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991022961.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $242.73       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $50.19        | 0.00%             | 2024-11-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $479.61       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $0.00         | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820629.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12641 | PA      | $12269.13     | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620043.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2516 | PA      | $2498.83      | 0.00%             | 2026-08-25      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $278.94       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183790054.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5378 | PA      | $5226.49      | 0.00%             | 2026-12-06      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183663596.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11089 | PA      | $10977.93     | 0.00%             | 2024-12-01      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2230 | PA      | $2164.37      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1378 | PA      | $0.00         | 0.00%             | 2024-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $1089.01      | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183712326.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5438 | PA      | $5283.70      | 0.00%             | 2026-12-15      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183409645.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16502 | PA      | $16318.54     | 0.00%             | 2024-12-20      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2430 | PA      | $2226.35      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $143.40       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169194.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $92.92        | 0.00%             | 2023-11-14      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6063184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $1009.82      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Apple, Inc.                                                                     | Apple, Inc.                                                                        | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2135938.62   | 0.06%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184409177.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14131 | PA      | $13944.67     | 0.00%             | 2024-12-21      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182100249.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8649 | PA      | $8717.28      | 0.00%             | 2026-10-15      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4807146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1171 | PA      | $887.33       | 0.00%             | 2023-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.27        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4534 | PA      | $4213.11      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110089.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $197.37       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174042657.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13243 | PA      | $12397.06     | 0.00%             | 2026-01-26      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $60.54        | 0.00%             | 2023-12-01      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997494.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13649 | PA      | $13536.42     | 0.00%             | 2026-11-08      | Fixed         | 23.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11745382.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33429 | PA      | $4274.93      | 0.00%             | 2026-12-29      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991287259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $139.02       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894587.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2772 | PA      | $1693.52      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110335.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.29        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151258.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.37         | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $417.70       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $230.53       | 0.00%             | 2023-11-28      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3913 | PA      | $3790.65      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991324549.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $60.82        | 0.00%             | 2023-12-10      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3874 | PA      | $3725.87      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991307830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $0.12         | 0.00%             | 2027-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5049827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4324 | PA      | $1276.74      | 0.00%             | 2023-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183488017.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1071 | PA      | $1066.16      | 0.00%             | 2024-12-02      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4906129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $1359.39      | 0.00%             | 2023-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183693231.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2453 | PA      | $2427.72      | 0.00%             | 2024-12-05      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $203.56       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6066747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6875 | PA      | $6504.60      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09714857.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4498 | PA      | $4510.58      | 0.00%             | 2023-08-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218668.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1817 | PA      | $523.21       | 0.00%             | 2026-12-09      | Fixed         | 30.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $128.43       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5048261.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $184.49       | 0.00%             | 2023-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1637 | PA      | $1601.54      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5316943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $72.62        | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960571.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $1338.45      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159823.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $273.43       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6253069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       744 | PA      | $695.52       | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $460.82       | 0.00%             | 2023-12-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       771 | PA      | $800.29       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730442.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8329 | PA      | $7145.27      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $0.00         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943062.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $703.77       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183494147.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2526 | PA      | $108.80       | 0.00%             | 2024-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5645143.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17753 | PA      | $17150.98     | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991428424.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $387.76       | 0.00%             | 2024-12-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10790084.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16824 | PA      | $2039.17      | 0.00%             | 2026-11-25      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073821.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6266 | PA      | $6227.80      | 0.00%             | 2027-04-18      | Fixed         | 23.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5694752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54774 | PA      | $50552.76     | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       472 | PA      | $485.59       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146995.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.10         | 0.00%             | 2028-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135196.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3150 | PA      | $2994.94      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157467.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $112.25       | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991061940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $812.40       | 0.00%             | 2024-11-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $94.52        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6183434.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3283 | PA      | $2949.31      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6211100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1182 | PA      | $1075.90      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788233.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       881 | PA      | $858.41       | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181818.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $130.47       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $976.46       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299978.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $131.53       | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267189.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $23.45        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4360 | PA      | $3872.23      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155217.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $298.65       | 0.00%             | 2024-11-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5728647.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $1123.93      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4166 | PA      | $1695.02      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.56        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220220.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2488 | PA      | $2448.21      | 0.00%             | 2024-12-10      | Fixed         | 21.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232914.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1236 | PA      | $0.00         | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5295829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4929 | PA      | $3398.16      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226400.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.16        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6500 | PA      | $5745.64      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5167874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       484 | PA      | $372.16       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4989835.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       501 | PA      | $492.26       | 0.00%             | 2023-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5376024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6858 | PA      | $3624.54      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015325.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22998 | PA      | $22063.63     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10683469.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13562 | PA      | $13406.31     | 0.00%             | 2024-11-16      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121613.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $221.75       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.57        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6219243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2081 | PA      | $1982.18      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5321246.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9240 | PA      | $7556.30      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $338.15       | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08503046.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20608 | PA      | $20858.16     | 0.00%             | 2025-03-12      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10451 | PA      | $7809.26      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1749 | PA      | $1487.88      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126792.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3502 | PA      | $3326.70      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10156518.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12061 | PA      | $11980.74     | 0.00%             | 2026-10-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10521838.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21863 | PA      | $22220.38     | 0.00%             | 2026-10-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5267887.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $201.07       | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6009677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29540 | PA      | $28151.22     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10156735.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19390 | PA      | $19703.82     | 0.00%             | 2025-09-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184197580.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5086 | PA      | $5050.18      | 0.00%             | 2024-12-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182530390.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18950 | PA      | $18357.05     | 0.00%             | 2026-11-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5628787.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $2489.34      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5038578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       923 | PA      | $769.38       | 0.00%             | 2023-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991326142.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $90.67        | 0.00%             | 2024-12-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11238158.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19749 | PA      | $19817.20     | 0.00%             | 2027-03-13      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173753.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       837 | PA      | $848.94       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147923.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $78.45        | 0.00%             | 2024-11-26      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $41.75        | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043719.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $470.43       | 0.00%             | 2024-11-12      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333372.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16680 | PA      | $16608.73     | 0.00%             | 2027-01-07      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200425.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $226.66       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879017.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18439 | PA      | $18311.05     | 0.00%             | 2027-03-19      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611218.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1312 | PA      | $1278.21      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147507.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.95        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991015291.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.39        | 0.00%             | 2024-11-09      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13312 | PA      | $12760.90     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $46.09        | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105565.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $84.87        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10478982.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15573 | PA      | $15744.83     | 0.00%             | 2026-10-26      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5569327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $1620.64      | 0.00%             | 2023-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11194490.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3750 | PA      | $3785.80      | 0.00%             | 2023-12-20      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $111.78       | 0.00%             | 2024-11-18      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4842339.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $438.62       | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940973.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1384 | PA      | $884.67       | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09290050.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2938 | PA      | $2960.07      | 0.00%             | 2023-05-25      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070764.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $1657.04      | 0.00%             | 2024-11-18      | Fixed         | 16.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096292.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3651 | PA      | $2992.70      | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $1.59         | 0.00%             | 2028-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6175977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5179 | PA      | $4209.66      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222302.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4369 | PA      | $4330.89      | 0.00%             | 2026-12-10      | Fixed         | 24.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5739551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $1621.81      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3973 | PA      | $4119.32      | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182498467.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4974 | PA      | $4895.88      | 0.00%             | 2024-11-05      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044490.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $100.50       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612430.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $911.49       | 0.00%             | 2026-08-23      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996492.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1579 | PA      | $1562.51      | 0.00%             | 2024-11-08      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822304.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10536 | PA      | $9916.58      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172424365.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7443 | PA      | $7222.59      | 0.00%             | 2025-12-20      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1881475.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $185.21       | 0.00%             | 2026-10-19      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09717880.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20876 | PA      | $21212.69     | 0.00%             | 2026-08-20      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184346927.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20051 | PA      | $19550.03     | 0.00%             | 2024-12-27      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706040.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5167 | PA      | $5134.26      | 0.00%             | 2026-09-13      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211967.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $1008.85      | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $16.00        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08726790.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3515 | PA      | $3527.86      | 0.00%             | 2024-04-30      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5295005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $1158.30      | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5806888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5496 | PA      | $5377.18      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $15.99        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.66        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10451908.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30102 | PA      | $30397.73     | 0.00%             | 2024-10-20      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184157711.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2969 | PA      | $2942.36      | 0.00%             | 2024-12-28      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2211402.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2099 | PA      | $2075.58      | 0.00%             | 2024-12-10      | Fixed         | 18.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5290532.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2457 | PA      | $2166.58      | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13539 | PA      | $12898.66     | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216607.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2628 | PA      | $2604.35      | 0.00%             | 2026-12-09      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6279875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2173 | PA      | $2033.76      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $239.81       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5598093.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2011 | PA      | $1873.28      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5044187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $235.30       | 0.00%             | 2023-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $23.09        | 0.00%             | 2023-11-23      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5758278.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14144 | PA      | $13118.43     | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 312928QX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19332 | PA      | $20051.67     | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136620.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6870 | PA      | $6257.85      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072695.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       880 | PA      | $875.70       | 0.00%             | 2026-11-18      | Fixed         | 30.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222205.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.35        | 0.00%             | 2024-11-24      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814678.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       577 | PA      | $549.95       | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11384860.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30669 | PA      | $31095.77     | 0.00%             | 2025-12-28      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991343356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $123.13       | 0.00%             | 2023-12-08      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $1423.97      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105648.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $100.61       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $2258.24      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5583109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $658.45       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1685964.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16858 | PA      | $16064.19     | 0.00%             | 2026-12-15      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5887977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4849 | PA      | $3267.30      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183298862.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33107 | PA      | $32332.06     | 0.00%             | 2026-11-23      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137116.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $77.70        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991053506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $37.38        | 0.00%             | 2024-11-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $169.02       | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183301563.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3666 | PA      | $3642.41      | 0.00%             | 2024-11-18      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705631.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13625 | PA      | $13448.04     | 0.00%             | 2027-02-13      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                 | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |  11800000 | PA      | $9386447.12   | 0.26%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $83.51        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12705 | PA      | $12406.48     | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182351714.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8483 | PA      | $8352.83      | 0.00%             | 2026-10-18      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2033 | PA      | $1748.19      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705353.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3089 | PA      | $3077.75      | 0.00%             | 2027-02-13      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5239980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4342 | PA      | $1808.49      | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183320582.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13404 | PA      | $13027.05     | 0.00%             | 2026-11-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                          | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  14600000 | PA      | $12045326.31  | 0.34%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $378.44       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $541.95       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171698001.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9326 | PA      | $9077.18      | 0.00%             | 2023-11-04      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $1433.45      | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2048 | PA      | $1871.66      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2213 | PA      | $2167.99      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4640985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1692 | PA      | $1376.96      | 0.00%             | 2023-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       777 | PA      | $797.78       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221618.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4688 | PA      | $4637.15      | 0.00%             | 2026-12-10      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                            | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4490473.32   | 0.13%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       744 | PA      | $755.28       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $144.41       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220148.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4838 | PA      | $4759.92      | 0.00%             | 2026-12-10      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3868 | PA      | $3765.41      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730939.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3926 | PA      | $3837.52      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5905115.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7174 | PA      | $6617.57      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991056862.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1664 | PA      | $1329.75      | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991310187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $135.30       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $142.36       | 0.00%             | 2023-11-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6594 | PA      | $6246.78      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2602 | PA      | $2495.00      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166679.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.24         | 0.00%             | 2028-02-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5021044.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8545 | PA      | $8183.48      | 0.00%             | 2023-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8578 | PA      | $8159.04      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $673.76       | 0.00%             | 2024-11-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277571.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19401 | PA      | $17941.73     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034507.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4474 | PA      | $4524.10      | 0.00%             | 2024-11-10      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6180271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17794 | PA      | $16856.08     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148867.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2080 | PA      | $143.83       | 0.00%             | 2024-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217060.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $51.42        | 0.00%             | 2023-11-10      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5795817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3223 | PA      | $3134.85      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1631206.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3792 | PA      | $3679.88      | 0.00%             | 2024-09-28      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991398995.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $16.24        | 0.00%             | 2024-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1033 | PA      | $1055.99      | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $713.24       | 0.00%             | 2024-12-18      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649542.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2237 | PA      | $2179.34      | 0.00%             | 2026-10-28      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12050299.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9532 | PA      | $9539.24      | 0.00%             | 2027-03-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133364.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $51.80        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $18.21        | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159829.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $721.20       | 0.00%             | 2024-11-27      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5533121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2470 | PA      | $2290.36      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929802.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       909 | PA      | $890.31       | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10352664.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18749 | PA      | $19063.89     | 0.00%             | 2026-10-26      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.36        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991427457.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $97.06        | 0.00%             | 2024-12-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234089.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $65.86        | 0.00%             | 2023-11-28      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167077001.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3058 | PA      | $2977.86      | 0.00%             | 2025-02-21      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $304.35       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5515993.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1164 | PA      | $1134.26      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25392723.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2431 | PA      | $2443.05      | 0.00%             | 2023-09-30      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221500.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $3.22         | 0.00%             | 2026-12-10      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5160188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11303 | PA      | $8799.31      | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166278.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $91.76        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183804040.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28224 | PA      | $1993.61      | 0.00%             | 2026-12-22      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4605658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6711 | PA      | $1138.46      | 0.00%             | 2023-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221902.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1577 | PA      | $110.18       | 0.00%             | 2026-12-10      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182919920.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9710 | PA      | $9623.85      | 0.00%             | 2024-11-04      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146041.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $361.64       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168731.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $513.80       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $397.05       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796507.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $433.95       | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $86.77        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217890.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1592 | PA      | $1578.76      | 0.00%             | 2026-12-10      | Fixed         | 28.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291093.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $20.50        | 0.00%             | 2024-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081293.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $127.07       | 0.00%             | 2023-11-17      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991021226.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $219.01       | 0.00%             | 2023-11-09      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $115.67       | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1714 | PA      | $1703.78      | 0.00%             | 2024-11-22      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118848.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.81        | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885666.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2849 | PA      | $2772.26      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181977814.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15400 | PA      | $14794.91     | 0.00%             | 2026-10-31      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5519182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29843 | PA      | $10219.40     | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5286855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $430.36       | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5836058.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       985 | PA      | $935.86       | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991326713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $22.62        | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265780.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.11        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       719 | PA      | $717.83       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $212.00       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604936.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $1631.71      | 0.00%             | 2026-08-13      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5739318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10543 | PA      | $10019.75     | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706676.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13544 | PA      | $13404.68     | 0.00%             | 2027-02-13      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $954.98       | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991404235.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $18.98        | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6257991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17029 | PA      | $16060.00     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.03        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1005 | PA      | $953.92       | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128M4LK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    631254 | PA      | $650017.76    | 0.02%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $668.57       | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       910 | PA      | $816.74       | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       793 | PA      | $521.65       | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879219.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3253 | PA      | $3233.45      | 0.00%             | 2024-10-19      | Fixed         | 18.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.61        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4777169.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $49.20        | 0.00%             | 2023-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $147.61       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $32.02        | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $247.70       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183992321.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28054 | PA      | $27211.72     | 0.00%             | 2025-04-28      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $114.17       | 0.00%             | 2023-11-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6360447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12509 | PA      | $11714.63     | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $2110.61      | 0.00%             | 2023-11-12      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988232.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2761 | PA      | $2713.51      | 0.00%             | 2026-11-08      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       619 | PA      | $43.31        | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991248592.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $172.62       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173431392.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1989 | PA      | $1968.15      | 0.00%             | 2023-12-31      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4820529.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $404.78       | 0.00%             | 2023-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183388949.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21134 | PA      | $21003.77     | 0.00%             | 2024-11-19      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706938.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1394 | PA      | $200.65       | 0.00%             | 2026-09-13      | Fixed         | 31.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188769.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $35.58        | 0.00%             | 2024-11-27      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5546197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $136.66       | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10459 | PA      | $9685.92      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704834.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7129 | PA      | $7057.16      | 0.00%             | 2026-09-13      | Fixed         | 12.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922585.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1016.35      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5719100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1379 | PA      | $1346.19      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215625.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9335 | PA      | $9203.79      | 0.00%             | 2026-12-09      | Fixed         | 15.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217548.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12744 | PA      | $12563.69     | 0.00%             | 2026-12-09      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $128.34       | 0.00%             | 2024-11-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220602.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3706 | PA      | $3647.17      | 0.00%             | 2024-12-10      | Fixed         | 22.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2836 | PA      | $2710.42      | 0.00%             | 2024-05-02      | None          | 0.00%                 | 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        |    848041 | PA      | $836611.84    | 0.02%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104468.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3312 | PA      | $3388.61      | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08998864.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9073 | PA      | $4136.03      | 0.00%             | 2026-07-03      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913591.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3184 | PA      | $2335.66      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $78.31        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268904.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2079 | PA      | $2102.96      | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150600.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1018 | PA      | $1019.83      | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991350536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.13        | 0.00%             | 2024-12-16      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687065.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16031 | PA      | $15291.60     | 0.00%             | 2026-12-16      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991227513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $45.72        | 0.00%             | 2023-11-30      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09262014.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16834 | PA      | $17099.90     | 0.00%             | 2025-08-27      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2445 | PA      | $2496.81      | 0.00%             | 2024-11-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126557.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       986 | PA      | $807.52       | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5759018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3314 | PA      | $3203.48      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114125.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $67.07        | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11396135.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20936 | PA      | $20953.20     | 0.00%             | 2027-01-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989989.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8911 | PA      | $8788.81      | 0.00%             | 2026-11-08      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230477.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $276.58       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182489147.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29062 | PA      | $28183.85     | 0.00%             | 2026-10-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037303.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $55.31        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5726983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2305 | PA      | $2158.23      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855743.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2040 | PA      | $1969.70      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705539.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $1243.22      | 0.00%             | 2026-09-13      | Fixed         | 25.63%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183940387.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15455 | PA      | $15186.52     | 0.00%             | 2026-12-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1361 | PA      | $1348.43      | 0.00%             | 2024-12-18      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183567257.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19176 | PA      | $0.00         | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265843.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $162.30       | 0.00%             | 2023-11-26      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991878.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4146 | PA      | $4102.21      | 0.00%             | 2026-11-08      | Fixed         | 15.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6009633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $1455.22      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6273862.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12902 | PA      | $11957.76     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5726589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2833 | PA      | $2719.38      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $80.81        | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $586.82       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183334857.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8105 | PA      | $6451.92      | 0.00%             | 2025-01-07      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183942336.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17486 | PA      | $17005.39     | 0.00%             | 2026-12-10      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617532.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2494 | PA      | $2494.46      | 0.00%             | 2026-08-25      | Fixed         | 25.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $14.72        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $30.75        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192524.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $116.96       | 0.00%             | 2023-11-18      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655400.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4941 | PA      | $4735.76      | 0.00%             | 2026-10-27      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6279910.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12828 | PA      | $12043.17     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991227191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $406.60       | 0.00%             | 2024-11-25      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070078.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1875 | PA      | $53.74        | 0.00%             | 2024-11-18      | Fixed         | 21.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5629115.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       654 | PA      | $625.85       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139188.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1368 | PA      | $1400.47      | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143321.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $251.69       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.28        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991333018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2025 | PA      | $0.00         | 0.00%             | 2024-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991048527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       501 | PA      | $524.92       | 0.00%             | 2024-11-11      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991246778.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $687.02       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $129.42       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656219.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8127 | PA      | $7846.95      | 0.00%             | 2026-10-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25087726.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.84         | 0.00%             | 2027-12-10      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218562.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $882.09       | 0.00%             | 2026-12-09      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.77        | 0.00%             | 2023-11-25      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Flex Ltd.                                                                       | Flex Ltd.                                                                          | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   7500000 | PA      | $7358074.13   | 0.21%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       410 | PA      | $27.80        | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $89.06        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220416.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2645 | PA      | $2622.87      | 0.00%             | 2026-12-10      | Fixed         | 27.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212679.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $240.13       | 0.00%             | 2024-11-26      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072780.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.38         | 0.00%             | 2024-11-14      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991301389.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $342.77       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4286 | PA      | $4136.57      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705946.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1158 | PA      | $168.96       | 0.00%             | 2026-09-13      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991047131.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $23.65        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5662239.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5568 | PA      | $5321.69      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125436.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $-0.83        | -0.00%            | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174997.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       420 | PA      | $436.90       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6210492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2805 | PA      | $2679.34      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $95.34        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862807.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $200.00       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10683702.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27684 | PA      | $8003.25      | 0.00%             | 2026-11-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613779.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10613 | PA      | $10533.53     | 0.00%             | 2026-08-24      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5299 | PA      | $4874.16      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                  | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  11200000 | PA      | $9928096.75   | 0.28%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $204.57       | 0.00%             | 2024-11-25      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100354.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $16.63        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877922.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3364 | PA      | $3195.52      | 0.00%             | 2026-10-19      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       845 | PA      | $814.91       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $1015.07      | 0.00%             | 2026-12-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $465.43       | 0.00%             | 2024-11-25      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                      | CUSIP: 31416BTJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.04         | 0.00%             | 2023-12-01      | Fixed         | 5.50%                 | 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        |  11091724 | PA      | $11488269.91  | 0.32%             | 2028-11-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991394068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.99        | 0.00%             | 2023-12-08      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4174 | PA      | $3733.67      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $96.59        | 0.00%             | 2024-11-09      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $208.99       | 0.00%             | 2024-11-29      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11741440.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8927 | PA      | $8958.28      | 0.00%             | 2026-12-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126072.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $259.45       | 0.00%             | 2023-11-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $24.65        | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5057884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2125 | PA      | $1921.66      | 0.00%             | 2023-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1524 | PA      | $0.00         | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5163207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       507 | PA      | $496.79       | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107592.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $162.72       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184104394.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17550 | PA      | $17410.44     | 0.00%             | 2024-12-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991321305.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $265.58       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $168.98       | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1043 | PA      | $436.36       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       333 | PA      | $341.03       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08975984.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15672 | PA      | $15928.15     | 0.00%             | 2026-05-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                               | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   8000000 | PA      | $6791455.44   | 0.19%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217220.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4602 | PA      | $4539.70      | 0.00%             | 2027-10-09      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41495 | PA      | $37806.59     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991015221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2192 | PA      | $2234.87      | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6197 | PA      | $6042.03      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135675.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       650 | PA      | $662.90       | 0.00%             | 2024-11-19      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991365096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $0.05         | 0.00%             | 2024-12-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991287252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.25         | 0.00%             | 2028-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6250011.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6816 | PA      | $6448.61      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12244086.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14156 | PA      | $13965.58     | 0.00%             | 2025-03-11      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6853 | PA      | $518.12       | 0.00%             | 2024-11-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $309.79       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09130603.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12997 | PA      | $13191.58     | 0.00%             | 2025-06-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6196223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3571 | PA      | $3338.59      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603442.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6312 | PA      | $4035.44      | 0.00%             | 2025-07-11      | Fixed         | 18.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       768 | PA      | $786.31       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991423752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $169.72       | 0.00%             | 2024-12-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991052299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       744 | PA      | $-12.33       | -0.00%            | 2024-11-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879796.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2439 | PA      | $2317.12      | 0.00%             | 2026-10-19      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183101425.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23447 | PA      | $22824.39     | 0.00%             | 2026-11-15      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075196.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       951 | PA      | $941.33       | 0.00%             | 2024-11-18      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220844.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2275 | PA      | $2254.84      | 0.00%             | 2026-12-10      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22133 | PA      | $21334.41     | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.69        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074154.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $940.26       | 0.00%             | 2025-04-18      | Fixed         | 28.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1704764.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2698 | PA      | $2679.22      | 0.00%             | 2026-09-13      | Fixed         | 32.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991465779.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.57         | 0.00%             | 2028-02-14      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625707.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21209 | PA      | $20452.59     | 0.00%             | 2026-09-16      | Fixed         | 11.70%                | 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        |    425478 | PA      | $397903.37    | 0.01%             | 2044-12-15      | Variable      | 10.74%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991023237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $263.18       | 0.00%             | 2024-11-10      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10852925.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22536 | PA      | $22866.97     | 0.00%             | 2026-11-25      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6017014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10845 | PA      | $10152.27     | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5610809.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1861 | PA      | $1808.93      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3168 | PA      | $2967.75      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649647.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7306 | PA      | $7067.32      | 0.00%             | 2024-10-28      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4843142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10181 | PA      | $4145.68      | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.91        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3279 | PA      | $3155.13      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934298.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2962 | PA      | $2837.75      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09096903.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12585 | PA      | $12787.74     | 0.00%             | 2026-06-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $102.78       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $101.94       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630852.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7645 | PA      | $0.00         | 0.00%             | 2024-09-28      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $0.80         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217843.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1160 | PA      | $690.28       | 0.00%             | 2026-12-09      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6002949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       943 | PA      | $544.12       | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11319641.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10120 | PA      | $10189.17     | 0.00%             | 2026-11-17      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183340558.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27822 | PA      | $27194.43     | 0.00%             | 2026-11-28      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.42         | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617509.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5123 | PA      | $4884.07      | 0.00%             | 2026-08-24      | Fixed         | 26.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991397722.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $131.01       | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $36.41        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614711.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4226 | PA      | $309.58       | 0.00%             | 2026-08-24      | Fixed         | 8.06%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11318066.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13391 | PA      | $13549.77     | 0.00%             | 2026-12-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991338381.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       400 | PA      | $242.99       | 0.00%             | 2025-02-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $588.66       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1686549.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6145 | PA      | $5931.04      | 0.00%             | 2024-12-16      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5609525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $513.39       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5080951.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       654 | PA      | $527.86       | 0.00%             | 2023-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721363.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55957 | PA      | $44026.38     | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11104456.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9136 | PA      | $9247.02      | 0.00%             | 2025-11-10      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5333629.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1046 | PA      | $1023.48      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $487.41       | 0.00%             | 2024-11-11      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127222.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $202.03       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $96.31        | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168010.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $3.20         | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995724.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11535 | PA      | $11341.32     | 0.00%             | 2027-04-08      | Fixed         | 22.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991019090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $30.46        | 0.00%             | 2023-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-07-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       880 | PA      | $874.13       | 0.00%             | 2024-11-19      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5620480.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6836 | PA      | $6464.06      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170561.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $1.01         | 0.00%             | 2027-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3609 | PA      | $3705.93      | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       757 | PA      | $688.11       | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627211.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7261 | PA      | $7050.67      | 0.00%             | 2024-09-27      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1616559.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2804 | PA      | $2749.06      | 0.00%             | 2024-08-17      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $81.59        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617537.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2998 | PA      | $2964.52      | 0.00%             | 2026-08-24      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6182729.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $1374.41      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.50        | 0.00%             | 2023-11-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10224 | PA      | $9921.06      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10687242.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19101 | PA      | $19110.50     | 0.00%             | 2026-09-20      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991292904.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $0.00         | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173725842.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14152 | PA      | $2576.16      | 0.00%             | 2024-02-22      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $79.64        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $5.31         | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $0.00         | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991536020.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $190.43       | 0.00%             | 2023-12-21      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216524.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8872 | PA      | $5255.17      | 0.00%             | 2026-12-09      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211148.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.08        | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08984739.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38180 | PA      | $38797.14     | 0.00%             | 2026-07-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1619205.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6306 | PA      | $6060.07      | 0.00%             | 2026-08-23      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991321006.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.91        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144029.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.64         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616680.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9787 | PA      | $9679.60      | 0.00%             | 2026-08-24      | Fixed         | 21.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $9.51         | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6308 | PA      | $5865.52      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913409.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9830 | PA      | $9339.56      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218571.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       638 | PA      | $650.95       | 0.00%             | 2023-12-08      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184058069.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4734 | PA      | $4591.35      | 0.00%             | 2024-12-14      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1967532.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3755 | PA      | $3721.84      | 0.00%             | 2026-11-08      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5980 | PA      | $5596.39      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       546 | PA      | $67.59        | 0.00%             | 2024-11-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132279.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $202.03       | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913605.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6821 | PA      | $6591.74      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $132.22       | 0.00%             | 2023-11-08      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5366300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       604 | PA      | $584.70       | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.95        | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619126.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7628 | PA      | $7575.01      | 0.00%             | 2026-08-25      | Fixed         | 9.43%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331235.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $41.47        | 0.00%             | 2024-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2092 | PA      | $1998.25      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072758.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1354 | PA      | $399.32       | 0.00%             | 2026-11-18      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $218.55       | 0.00%             | 2024-11-18      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149782.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $371.72       | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $194.74       | 0.00%             | 2024-11-25      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5499640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2170 | PA      | $2086.42      | 0.00%             | 2023-12-07      | 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        |  19544043 | PA      | $17367542.58  | 0.49%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183978363.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9610 | PA      | $9467.81      | 0.00%             | 2024-12-16      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088508.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $-6.73        | -0.00%            | 2023-11-14      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5442876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5085 | PA      | $4894.98      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $679.21       | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10479307.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12337 | PA      | $12491.56     | 0.00%             | 2025-10-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184321733.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21781 | PA      | $21475.99     | 0.00%             | 2026-12-23      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1597028.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4256 | PA      | $1200.78      | 0.00%             | 2026-08-24      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12236765.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13576 | PA      | $8532.02      | 0.00%             | 2027-03-13      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991333962.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $107.24       | 0.00%             | 2024-12-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $32.31        | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $263.18       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097697.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $155.65       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $18.33        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $146.61       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991391018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $686.64       | 0.00%             | 2024-12-16      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| LCM XXII Ltd.                                                                   | LCM XXII Ltd., Series 22A, Class A2R                                               | CUSIP: 50189GAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $952843.42    | 0.03%             | 2028-10-20      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612375.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7848 | PA      | $7529.49      | 0.00%             | 2026-08-23      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831417.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       541 | PA      | $526.61       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $1.47         | 0.00%             | 2023-04-11      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.25        | 0.00%             | 2024-12-01      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5170816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $231.64       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5699424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4523 | PA      | $4337.21      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14178 | PA      | $13291.06     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142654.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $227.36       | 0.00%             | 2023-11-26      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       747 | PA      | $733.70       | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888337.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6903 | PA      | $5882.37      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074345.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $847.71       | 0.00%             | 2026-11-18      | Fixed         | 26.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       557 | PA      | $535.26       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184283247.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17508 | PA      | $16961.54     | 0.00%             | 2026-12-21      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219568.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       605 | PA      | $594.33       | 0.00%             | 2026-12-10      | Fixed         | 21.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $213.71       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3210 | PA      | $2946.55      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7625 | PA      | $7311.12      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245261.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14680 | PA      | $13545.44     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6203240.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49673 | PA      | $47184.87     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                   | Berkshire Hathaway Energy Co.                                                      | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2999554.77   | 0.08%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120196.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $141.06       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184058193.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7508 | PA      | $1329.24      | 0.00%             | 2024-12-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3599 | PA      | $2208.48      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997831.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8854 | PA      | $1284.09      | 0.00%             | 2026-11-08      | Fixed         | 21.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $46.80        | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5628061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2856 | PA      | $2421.15      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612818.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $228.54       | 0.00%             | 2026-08-23      | Fixed         | 26.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.34        | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299959.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $117.12       | 0.00%             | 2024-12-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991554.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12450 | PA      | $12323.99     | 0.00%             | 2026-11-08      | Fixed         | 15.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4975840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $155.73       | 0.00%             | 2023-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991042477.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $177.40       | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6058991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2028 | PA      | $1796.23      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8633 | PA      | $6933.29      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09433444.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14863 | PA      | $15034.75     | 0.00%             | 2026-08-06      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1962 | PA      | $1677.65      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $193.43       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3654 | PA      | $3473.29      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1191 | PA      | $1187.15      | 0.00%             | 2024-12-08      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.44        | 0.00%             | 2023-04-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183547689.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12837 | PA      | $12510.26     | 0.00%             | 2026-12-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226143.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53845 | PA      | $50983.86     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183512455.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22624 | PA      | $8082.75      | 0.00%             | 2026-11-26      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3668 | PA      | $1099.88      | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991322304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $341.31       | 0.00%             | 2024-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $11.98        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4048 | PA      | $3939.49      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $8.92         | 0.00%             | 2023-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2417 | PA      | $2327.24      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137525.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.71        | 0.00%             | 2023-11-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182060544.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6155 | PA      | $739.87       | 0.00%             | 2024-10-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991318049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.25        | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075589.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5778 | PA      | $5728.87      | 0.00%             | 2026-11-18      | Fixed         | 16.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106129.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $51.73        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991374376.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $1.21         | 0.00%             | 2027-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $733.26       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088805.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $459.65       | 0.00%             | 2024-11-19      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $225.39       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17972 | PA      | $17512.58     | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615843.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $834.76       | 0.00%             | 2025-01-24      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $200.06       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991242076.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.88        | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618720.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4585 | PA      | $4567.16      | 0.00%             | 2024-08-25      | Fixed         | 30.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $106.38       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612025.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2063 | PA      | $2002.23      | 0.00%             | 2024-09-20      | Fixed         | 15.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $199.22       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879667.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2968 | PA      | $2952.92      | 0.00%             | 2026-10-19      | Fixed         | 23.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5017280.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7675 | PA      | $2843.47      | 0.00%             | 2023-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $127.02       | 0.00%             | 2026-11-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166998287.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6664 | PA      | $6487.91      | 0.00%             | 2025-02-20      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991411214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $1.66         | 0.00%             | 2028-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6022032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8348 | PA      | $8014.62      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991219767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.95        | 0.00%             | 2023-11-22      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216322.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9013 | PA      | $8919.19      | 0.00%             | 2026-12-09      | Fixed         | 12.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5612016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $170.17       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410134.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4493 | PA      | $4475.80      | 0.00%             | 2026-07-09      | Fixed         | 22.14%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10460288.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7530 | PA      | $806.62       | 0.00%             | 2024-10-20      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280076.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7782 | PA      | $7301.78      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87326 | PA      | $81236.38     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991095162.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1492 | PA      | $1481.77      | 0.00%             | 2024-11-11      | Fixed         | 19.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3062 | PA      | $2946.96      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $9.92         | 0.00%             | 2024-11-29      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993448.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2877 | PA      | $2847.89      | 0.00%             | 2026-11-08      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11795116.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21993 | PA      | $22241.28     | 0.00%             | 2027-02-04      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $565.86       | 0.00%             | 2024-11-24      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2481 | PA      | $2413.31      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705225.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3912 | PA      | $3853.15      | 0.00%             | 2026-09-13      | Fixed         | 19.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $764.89       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183362865.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25672 | PA      | $25362.51     | 0.00%             | 2026-11-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612983.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38645 | PA      | $38344.84     | 0.00%             | 2026-08-23      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883645.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3098 | PA      | $2909.22      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2345 | PA      | $2330.83      | 0.00%             | 2024-11-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649827.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3320 | PA      | $3257.93      | 0.00%             | 2024-10-28      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.08         | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015784.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2473 | PA      | $2117.10      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5706520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1315 | PA      | $1110.44      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12222272.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4352 | PA      | $955.23       | 0.00%             | 2027-03-12      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928998.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5964 | PA      | $5576.56      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $152.82       | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177776.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1313 | PA      | $1312.51      | 0.00%             | 2024-11-29      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164752026.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $2519.97      | 0.00%             | 2033-01-14      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2109 | PA      | $2050.54      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $156.47       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215962.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4360 | PA      | $4319.60      | 0.00%             | 2026-12-09      | Fixed         | 24.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $233.02       | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5881145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1449 | PA      | $1378.18      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182905174.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20095 | PA      | $19717.93     | 0.00%             | 2026-11-10      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2443 | PA      | $2343.92      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5084599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2448 | PA      | $2217.19      | 0.00%             | 2023-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.62        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $10.03        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183477091.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8216 | PA      | $7984.34      | 0.00%             | 2026-11-23      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036741.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6835 | PA      | $6633.53      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991383396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $147.93       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165509821.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6929 | PA      | $6172.76      | 0.00%             | 2025-03-31      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.02        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25500000 | PA      | $21436933.53  | 0.61%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039849.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2656 | PA      | $210.16       | 0.00%             | 2023-11-12      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5164900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2484 | PA      | $1291.99      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183434525.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13539 | PA      | $13383.94     | 0.00%             | 2024-12-02      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114512.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $79.61        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $187.32       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6184136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $1086.22      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183693847.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7140 | PA      | $7067.54      | 0.00%             | 2024-12-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $247.64       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10714 | PA      | $10446.94     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $122.74       | 0.00%             | 2023-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706707.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16015 | PA      | $15866.50     | 0.00%             | 2026-09-13      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1993533.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3185 | PA      | $229.29       | 0.00%             | 2026-11-08      | Fixed         | 22.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991065536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $120.03       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5231530.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4896 | PA      | $2233.32      | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132951.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $183.88       | 0.00%             | 2023-11-15      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619235.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1463 | PA      | $1465.84      | 0.00%             | 2024-08-25      | Fixed         | 18.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1760 | PA      | $1549.38      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995331.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6427 | PA      | $6376.63      | 0.00%             | 2026-11-08      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09375788.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6953 | PA      | $7074.94      | 0.00%             | 2025-07-10      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184374598.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5910 | PA      | $5865.55      | 0.00%             | 2024-12-21      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955169.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1475 | PA      | $1356.15      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2535 | PA      | $1832.73      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.56        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10142907.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34152 | PA      | $34607.97     | 0.00%             | 2025-08-12      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $484.91       | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953570.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6023 | PA      | $5694.41      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184234038.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7721 | PA      | $7655.56      | 0.00%             | 2024-12-16      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8481 | PA      | $8112.90      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.84        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137646.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2790 | PA      | $2617.11      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219458.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1927 | PA      | $12.98        | 0.00%             | 2026-12-10      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.34        | 0.00%             | 2023-11-10      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7797 | PA      | $6739.43      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.70        | 0.00%             | 2024-12-17      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09051644.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6790 | PA      | $6743.10      | 0.00%             | 2024-06-10      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991337481.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       568 | PA      | $579.32       | 0.00%             | 2024-12-02      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991357402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $110.11       | 0.00%             | 2023-12-10      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16503 | PA      | $15440.01     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $181.58       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991358773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1385 | PA      | $297.68       | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $315.80       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $0.00         | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646984.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9713 | PA      | $9379.31      | 0.00%             | 2026-10-29      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136335.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       459 | PA      | $31.03        | 0.00%             | 2024-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308685.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1279 | PA      | $1175.62      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183354100.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13663 | PA      | $13362.07     | 0.00%             | 2026-11-18      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878742.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4270 | PA      | $4248.80      | 0.00%             | 2026-10-19      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991474429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $1.73         | 0.00%             | 2023-12-15      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704236.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5490 | PA      | $5470.31      | 0.00%             | 2024-09-13      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184056585.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21626 | PA      | $21250.63     | 0.00%             | 2026-12-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193473.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $179.35       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183434742.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7072 | PA      | $6973.27      | 0.00%             | 2026-11-22      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130691.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.47         | 0.00%             | 2028-02-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145376.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $56.91        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.                  | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3322690.90   | 0.09%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183325965.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12802 | PA      | $12722.30     | 0.00%             | 2024-11-19      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183868559.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6970 | PA      | $6856.85      | 0.00%             | 2026-12-17      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985802.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4684 | PA      | $3342.50      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $46.53        | 0.00%             | 2024-11-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132991.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $187.53       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1621031.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4975 | PA      | $4974.89      | 0.00%             | 2026-08-25      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.17        | 0.00%             | 2023-11-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $132.12       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1993731.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $2075.93      | 0.00%             | 2026-11-08      | Fixed         | 19.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2934 | PA      | $2765.40      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       957 | PA      | $988.72       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183424118.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15141 | PA      | $14764.88     | 0.00%             | 2026-11-22      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260615.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $227.74       | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991241624.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $74.45        | 0.00%             | 2023-11-30      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2516 | PA      | $2364.84      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1611405.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4542 | PA      | $4516.67      | 0.00%             | 2024-08-23      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $121.50       | 0.00%             | 2023-11-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22530 | PA      | $21785.71     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $1973.68      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $15.07        | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $18.64        | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133885.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $438.97       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192985.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $195.16       | 0.00%             | 2023-11-12      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $165.31       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $327.48       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $273.66       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182208099.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21578 | PA      | $8511.95      | 0.00%             | 2026-10-13      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                             | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   6900000 | PA      | $6413920.94   | 0.18%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11394558.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14608 | PA      | $14623.06     | 0.00%             | 2024-11-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184114543.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9438 | PA      | $887.79       | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991403049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $213.28       | 0.00%             | 2024-12-08      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       491 | PA      | $495.56       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5567792.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2972 | PA      | $2564.57      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132831.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $368.70       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3132CWYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    725896 | PA      | $697082.37    | 0.02%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5804549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8475 | PA      | $8118.50      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  21100000 | PA      | $1354229.08   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218821.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2141 | PA      | $2123.24      | 0.00%             | 2026-12-10      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3509 | PA      | $3281.25      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2715 | PA      | $2647.19      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $302.70       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270128.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $94.64        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204250.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $266.07       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627369.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15287 | PA      | $14809.85     | 0.00%             | 2024-09-21      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2287 | PA      | $2266.97      | 0.00%             | 2024-11-20      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141492.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $593.14       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $-4.98        | -0.00%            | 2023-12-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6276839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26656 | PA      | $24562.81     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.24        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788452.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1595 | PA      | $1557.27      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998032.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4175 | PA      | $4132.79      | 0.00%             | 2026-11-08      | Fixed         | 29.86%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184105133.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9009 | PA      | $8812.59      | 0.00%             | 2024-12-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.29        | 0.00%             | 2023-11-29      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991368001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $217.08       | 0.00%             | 2023-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5576046.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       850 | PA      | $826.80       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5781719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2459 | PA      | $2379.26      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11403530.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8474 | PA      | $8547.64      | 0.00%             | 2026-01-09      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206088.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $396.37       | 0.00%             | 2023-12-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191231.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.16        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6169246.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18164 | PA      | $17253.59     | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11303292.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8965 | PA      | $849.87       | 0.00%             | 2026-11-19      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $1449.21      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036968.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3474 | PA      | $3456.58      | 0.00%             | 2024-11-12      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                             | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1758092.64   | 0.05%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 161704230.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11032 | PA      | $1055.50      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5614832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3982 | PA      | $3869.26      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325909.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       718 | PA      | $704.24       | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991355498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.96        | 0.00%             | 2023-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076633.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2210 | PA      | $2194.60      | 0.00%             | 2024-11-17      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5270970.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       589 | PA      | $579.07       | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $367.31       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291675.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151613.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       610 | PA      | $610.11       | 0.00%             | 2024-11-26      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991424598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $18.80        | 0.00%             | 2024-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159235.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       935 | PA      | $931.88       | 0.00%             | 2023-11-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5962169.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9913 | PA      | $9491.40      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $310.02       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323706.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $444.67       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977848.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       983 | PA      | $946.91       | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991301102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $141.93       | 0.00%             | 2024-12-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215373.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $847.85       | 0.00%             | 2026-12-09      | Fixed         | 20.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5020911.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $1157.96      | 0.00%             | 2023-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135114.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.99        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4298 | PA      | $3098.39      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072277.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4225 | PA      | $300.09       | 0.00%             | 2026-11-18      | Fixed         | 28.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $148.35       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13762 | PA      | $12906.61     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166904.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $103.60       | 0.00%             | 2024-11-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       974 | PA      | $991.83       | 0.00%             | 2024-11-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $104.72       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5809664.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1032 | PA      | $992.36       | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $291.90       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173394313.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12112 | PA      | $11787.62     | 0.00%             | 2026-01-04      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991523565.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1599 | PA      | $1020.75      | 0.00%             | 2024-12-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $809.22       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158315.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $234.72       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34589 | PA      | $33663.04     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612475.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1107 | PA      | $1105.03      | 0.00%             | 2026-08-23      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $24.10        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09811789.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6098 | PA      | $6190.03      | 0.00%             | 2026-08-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192289.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $106.33       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1129 | PA      | $150.32       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106421.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $-4.28        | -0.00%            | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5188909.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6457 | PA      | $4682.29      | 0.00%             | 2023-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989194.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4282 | PA      | $4241.59      | 0.00%             | 2026-11-08      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5739820.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       934 | PA      | $898.94       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5252071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $156.08       | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086939.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $148.88       | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5665041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36958 | PA      | $35915.29     | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821537.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1468 | PA      | $1422.54      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $258.36       | 0.00%             | 2024-11-17      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183307678.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5073 | PA      | $5041.21      | 0.00%             | 2024-11-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6288491.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32772 | PA      | $30291.00     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221322.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2894 | PA      | $842.33       | 0.00%             | 2026-12-10      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5155959.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8725 | PA      | $4910.15      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10719 | PA      | $10371.59     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991094660.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.69        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268887.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $106.93       | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5383248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $222.58       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216002.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4126 | PA      | $4090.47      | 0.00%             | 2026-12-09      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11392548.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12654 | PA      | $12614.37     | 0.00%             | 2027-01-08      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.80         | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Altria Group, Inc.                                                              | Altria Group, Inc.                                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13289322.45  | 0.38%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5025 | PA      | $4776.75      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6133072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6034 | PA      | $5690.70      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.25        | 0.00%             | 2024-11-27      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243387.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2566 | PA      | $2399.78      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5135012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       957 | PA      | $931.84       | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878470.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $896.46       | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991367295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.21        | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182864988.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17676 | PA      | $3267.90      | 0.00%             | 2026-11-03      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182845986.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7402 | PA      | $7274.34      | 0.00%             | 2026-11-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5630312.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $501.02       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183373318.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16050 | PA      | $15670.45     | 0.00%             | 2026-11-23      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199212.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14121 | PA      | $8336.21      | 0.00%             | 2026-12-09      | Fixed         | 23.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813522.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5551 | PA      | $5388.26      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1069 | PA      | $1093.32      | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  76498985 | PA      | $64471424.58  | 1.82%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2314 | PA      | $2248.29      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999670.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $669.53       | 0.00%             | 2027-04-08      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5413606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3157 | PA      | $2450.74      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2322 | PA      | $2423.27      | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1985518.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3702 | PA      | $266.25       | 0.00%             | 2026-11-08      | Fixed         | 25.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705262.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5626 | PA      | $5591.23      | 0.00%             | 2026-09-13      | Fixed         | 32.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $375.78       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31390RFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       315 | PA      | $326.14       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617369.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12322 | PA      | $12234.56     | 0.00%             | 2026-08-24      | Fixed         | 8.58%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5253447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2709 | PA      | $2143.01      | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235643.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1157 | PA      | $1030.28      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215377.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $689.08       | 0.00%             | 2024-12-09      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4900639.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5083 | PA      | $3652.46      | 0.00%             | 2023-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239349.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $255.66       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $24.41        | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5482 | PA      | $5113.05      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5053701.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1112 | PA      | $1016.45      | 0.00%             | 2023-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128M5GZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157180 | PA      | $164883.31    | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1992674.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1673 | PA      | $1660.16      | 0.00%             | 2026-11-08      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221020.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $167.09       | 0.00%             | 2024-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110963.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $200.78       | 0.00%             | 2023-11-19      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $416.08       | 0.00%             | 2024-11-29      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612903.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2966 | PA      | $2960.36      | 0.00%             | 2024-08-23      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210628.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $17.03        | 0.00%             | 2024-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4400000 | PA      | $-35248.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25514664.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.16         | 0.00%             | 2028-01-01      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5952204.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10416 | PA      | $9737.13      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152386.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $227.53       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5671751.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4178 | PA      | $4073.16      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $253.65       | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994569.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5109 | PA      | $5070.41      | 0.00%             | 2026-11-08      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2069888.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4934 | PA      | $4917.80      | 0.00%             | 2026-11-18      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $414.84       | 0.00%             | 2023-11-27      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08684475.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8000 | PA      | $8126.47      | 0.00%             | 2026-07-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $394.42       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4814833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24496 | PA      | $9606.59      | 0.00%             | 2023-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10518491.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19884 | PA      | $20094.07     | 0.00%             | 2026-10-22      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353561.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3899 | PA      | $3630.79      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993764.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1255 | PA      | $1242.57      | 0.00%             | 2026-11-08      | Fixed         | 17.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       687 | PA      | $682.12       | 0.00%             | 2024-11-16      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10550902.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25463 | PA      | $25866.34     | 0.00%             | 2027-01-08      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183434882.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20957 | PA      | $473.32       | 0.00%             | 2026-11-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $746.22       | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991265.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2353 | PA      | $2332.63      | 0.00%             | 2026-11-08      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1993671.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $251.77       | 0.00%             | 2027-04-08      | Fixed         | 30.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109056.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.04         | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183552770.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21236 | PA      | $20639.15     | 0.00%             | 2026-12-06      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $371.24       | 0.00%             | 2024-11-26      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308960.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2583 | PA      | $2410.63      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $700.56       | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $181.76       | 0.00%             | 2023-11-30      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201781.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.35        | 0.00%             | 2027-12-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.41        | 0.00%             | 2023-11-29      | Fixed         | 24.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938591.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21828 | PA      | $21156.59     | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1633506.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7201 | PA      | $6974.26      | 0.00%             | 2024-09-20      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       466 | PA      | $461.00       | 0.00%             | 2023-11-15      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193408.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $213.29       | 0.00%             | 2024-11-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182433195.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7624 | PA      | $7398.79      | 0.00%             | 2026-11-05      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914256.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4347 | PA      | $3897.82      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880353.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2938 | PA      | $2929.16      | 0.00%             | 2026-10-19      | Fixed         | 22.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4860376.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1539 | PA      | $395.61       | 0.00%             | 2023-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1685 | PA      | $1624.55      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.27        | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FR Franklin LLC                                                                 | Franklin Floating Rate Income Fund                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |  17709953 | NS      | $137783433.84 | 3.89%             |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058243.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $97.84        | 0.00%             | 2023-11-14      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160646.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.88        | 0.00%             | 2024-12-01      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073879.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1710 | PA      | $1701.03      | 0.00%             | 2026-11-18      | Fixed         | 22.29%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174028958.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13201 | PA      | $12838.60     | 0.00%             | 2024-01-26      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705884.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7211 | PA      | $7117.92      | 0.00%             | 2026-09-13      | Fixed         | 14.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4989680.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6187 | PA      | $1980.75      | 0.00%             | 2023-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $768.47       | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09025257.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15326 | PA      | $15574.87     | 0.00%             | 2026-06-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09797126.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3132 | PA      | $3148.85      | 0.00%             | 2023-07-10      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                      | CUSIP: 3140MAXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480574 | PA      | $438327.29    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263744.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $297.93       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.35        | 0.00%             | 2023-11-30      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10769483.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24257 | PA      | $24555.42     | 0.00%             | 2026-11-22      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991372018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $243.25       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5693867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3816 | PA      | $3725.23      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182921573.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12176 | PA      | $12067.78     | 0.00%             | 2024-11-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $373.47       | 0.00%             | 2024-11-21      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075018.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9037 | PA      | $2633.31      | 0.00%             | 2026-11-18      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24631334.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13565 | PA      | $14428.89     | 0.00%             | 2024-11-21      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132881.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $54.31        | 0.00%             | 2023-11-25      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184252044.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4458 | PA      | $4424.89      | 0.00%             | 2024-12-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $170.11       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5870217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2345 | PA      | $2260.83      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2078705 | PA      | $1951655.33   | 0.06%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $186.52       | 0.00%             | 2024-11-27      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296LSU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23472 | PA      | $24111.95     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037733.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991051184.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $287.69       | 0.00%             | 2024-11-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263078.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $17.39        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152066.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $183.21       | 0.00%             | 2024-11-29      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12187185.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5032 | PA      | $5085.65      | 0.00%             | 2024-01-25      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10520402.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8272 | PA      | $8282.05      | 0.00%             | 2026-09-10      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10096145.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19912 | PA      | $20215.72     | 0.00%             | 2026-10-20      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5443 | PA      | $5270.37      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134006.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $251.09       | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6252015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9533 | PA      | $8971.37      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830885.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       701 | PA      | $686.12       | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991310090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $349.20       | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $125.27       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991250108.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.43        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991065324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $723.63       | 0.00%             | 2024-11-13      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133676.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $54.72        | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1500 | PA      | $1400.29      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221548.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       841 | PA      | $832.55       | 0.00%             | 2026-12-10      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6200308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10725 | PA      | $10173.03     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184435348.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3494 | PA      | $3472.34      | 0.00%             | 2024-12-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $66.57        | 0.00%             | 2023-11-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1701 | PA      | $1735.01      | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09161618.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26715 | PA      | $27068.02     | 0.00%             | 2026-07-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183798048.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3510 | PA      | $3476.22      | 0.00%             | 2024-12-06      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731561.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3025 | PA      | $2857.35      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613466.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1302 | PA      | $386.33       | 0.00%             | 2026-08-24      | Fixed         | 30.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989003.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20493 | PA      | $20278.64     | 0.00%             | 2026-11-08      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5080067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $1091.09      | 0.00%             | 2023-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6250843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46490 | PA      | $43185.02     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Eaton Corp.                                                                     | Eaton Corp.                                                                        | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2323483.01   | 0.07%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182983769.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3151 | PA      | $3122.31      | 0.00%             | 2024-11-22      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991307518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       931 | PA      | $926.20       | 0.00%             | 2024-12-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857575.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       983 | PA      | $919.66       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $131.92       | 0.00%             | 2023-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24254995.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15378 | PA      | $15867.71     | 0.00%             | 2024-11-14      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $81.61        | 0.00%             | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $340.73       | 0.00%             | 2024-11-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894227.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7034 | PA      | $4188.25      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $718.34       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878517.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8382 | PA      | $8340.01      | 0.00%             | 2026-10-19      | Fixed         | 25.91%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655424.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5611 | PA      | $5425.91      | 0.00%             | 2024-10-27      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6219284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2918 | PA      | $2770.11      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       796 | PA      | $769.82       | 0.00%             | 2024-11-14      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6210971.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6701 | PA      | $6215.75      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182341717.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6584 | PA      | $6548.54      | 0.00%             | 2024-10-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5382510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2206 | PA      | $2067.14      | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217330.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4107 | PA      | $4075.35      | 0.00%             | 2026-12-09      | Fixed         | 10.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894139.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1420 | PA      | $1372.55      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991250047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $7.13         | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174306657.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7436 | PA      | $7227.74      | 0.00%             | 2024-02-07      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183032996.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13674 | PA      | $13149.82     | 0.00%             | 2026-11-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5750336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1908 | PA      | $1813.69      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221051.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9920 | PA      | $2850.67      | 0.00%             | 2026-12-10      | Fixed         | 27.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5664 | PA      | $5434.75      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5166585.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12496 | PA      | $11791.78     | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627612.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3052 | PA      | $2956.84      | 0.00%             | 2024-09-21      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291065.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $28.15        | 0.00%             | 2024-12-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       416 | PA      | $-6.19        | -0.00%            | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5670345.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10135 | PA      | $9840.37      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4859 | PA      | $4828.00      | 0.00%             | 2024-12-16      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $10.99        | 0.00%             | 2024-11-09      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1707003.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1431 | PA      | $1424.79      | 0.00%             | 2026-09-13      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070859.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $266.52       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12246852.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12915 | PA      | $12708.35     | 0.00%             | 2025-03-12      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221797.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14629 | PA      | $14388.41     | 0.00%             | 2026-12-10      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183371257.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25154 | PA      | $24514.35     | 0.00%             | 2026-11-18      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.40        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083700.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       793 | PA      | $549.26       | 0.00%             | 2024-11-16      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| State of California                                                             | State of California, Series 2017                                                   | CUSIP: 13063DCC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $265455.70    | 0.01%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.84        | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5504019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1374 | PA      | $1309.70      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991437221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $770.76       | 0.00%             | 2024-12-17      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09133899.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30333 | PA      | $30606.39     | 0.00%             | 2026-06-16      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183505272.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5280 | PA      | $5219.09      | 0.00%             | 2026-11-26      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162073.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $1.12         | 0.00%             | 2027-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184352640.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22004 | PA      | $22050.37     | 0.00%             | 2026-12-21      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991732.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4128 | PA      | $2431.99      | 0.00%             | 2026-11-08      | Fixed         | 27.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5248758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1428 | PA      | $1366.87      | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $768.07       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6141081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2175 | PA      | $1805.13      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111822.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $-14.72       | -0.00%            | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247778.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.50        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991397201.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.73         | 0.00%             | 2023-12-10      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6240952.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7754 | PA      | $7321.76      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307140.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20196 | PA      | $18938.01     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658887.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12263 | PA      | $11679.40     | 0.00%             | 2026-11-09      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $46.83        | 0.00%             | 2023-11-26      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953421.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7028 | PA      | $6582.15      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221439.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1959 | PA      | $1942.51      | 0.00%             | 2026-12-10      | Fixed         | 30.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183274086.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14275 | PA      | $13891.41     | 0.00%             | 2026-12-09      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991403298.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.19         | 0.00%             | 2028-02-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217065.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4004 | PA      | $3971.16      | 0.00%             | 2026-12-10      | Fixed         | 30.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174255.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.75        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182918450.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6895 | PA      | $6895.19      | 0.00%             | 2024-11-05      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $10.51        | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799486.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4535 | PA      | $4582.56      | 0.00%             | 2023-12-29      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $142.96       | 0.00%             | 2024-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074730.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4249 | PA      | $4188.97      | 0.00%             | 2027-04-18      | Fixed         | 20.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       961 | PA      | $838.61       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08907777.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5789 | PA      | $5899.01      | 0.00%             | 2026-04-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4709 | PA      | $4521.82      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $0.26         | 0.00%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $73.02        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4914413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $176.57       | 0.00%             | 2023-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       644 | PA      | $648.77       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10566307.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4779 | PA      | $4818.66      | 0.00%             | 2023-12-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $434.90       | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143592.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $1210.66      | 0.00%             | 2024-11-28      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182279306.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7690 | PA      | $7635.32      | 0.00%             | 2024-10-17      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706683.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1933 | PA      | $1915.62      | 0.00%             | 2026-09-13      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5772853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3411 | PA      | $3295.06      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7748 | PA      | $7489.61      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704972.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36910 | PA      | $36736.16     | 0.00%             | 2026-09-13      | Fixed         | 19.67%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183719486.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17301 | PA      | $16405.36     | 0.00%             | 2026-12-07      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $110.76       | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5340 | PA      | $5442.04      | 0.00%             | 2024-12-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36201LTN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       423 | PA      | $439.89       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614834.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4873 | PA      | $4874.43      | 0.00%             | 2026-08-24      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1959123.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3418 | PA      | $3372.56      | 0.00%             | 2025-04-18      | Fixed         | 23.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871939.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8316 | PA      | $7517.10      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991363687.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $19.13        | 0.00%             | 2024-12-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9384 | PA      | $9020.36      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6017746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12081 | PA      | $10222.17     | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991075171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1465 | PA      | $1454.38      | 0.00%             | 2024-11-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198311.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $207.21       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.46         | 0.00%             | 2024-11-27      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230066.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $120.65       | 0.00%             | 2024-11-29      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $39.25        | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184238507.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3360 | PA      | $3294.06      | 0.00%             | 2024-12-20      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991358666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $710.14       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5136905.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $355.74       | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170027.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $255.71       | 0.00%             | 2024-11-10      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $35.96        | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612705.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3539 | PA      | $3485.31      | 0.00%             | 2025-01-23      | Fixed         | 21.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145196.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1204 | PA      | $1146.64      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5824290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $1310.50      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3133GG6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10605982.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20946 | PA      | $21225.74     | 0.00%             | 2025-11-09      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $42.77        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701526.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14002 | PA      | $13081.29     | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $115.54       | 0.00%             | 2023-11-11      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162605.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.46         | 0.00%             | 2028-01-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.44        | 0.00%             | 2023-11-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113763.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $156.17       | 0.00%             | 2023-11-13      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $155.44       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.45        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991231361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $136.97       | 0.00%             | 2024-11-18      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184028586.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20283 | PA      | $19737.21     | 0.00%             | 2024-12-14      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 168657342.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15644 | PA      | $58.16        | 0.00%             | 2025-04-14      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183997026.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5042 | PA      | $636.00       | 0.00%             | 2025-04-17      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5137050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2187 | PA      | $1854.68      | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163351.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $174.37       | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5104481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1967 | PA      | $537.73       | 0.00%             | 2023-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $9.68         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $37.44        | 0.00%             | 2024-11-29      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4566 | PA      | $4445.98      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3234 | PA      | $2998.63      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5394233.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $79.71        | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152875.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       564 | PA      | $568.17       | 0.00%             | 2023-11-29      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5896071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10679 | PA      | $10356.13     | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.21        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $163.89       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183885314.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5190 | PA      | $5085.01      | 0.00%             | 2026-12-07      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655382.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28704 | PA      | $27710.75     | 0.00%             | 2026-10-27      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10005462.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10665 | PA      | $10790.55     | 0.00%             | 2025-03-13      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11802431.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10470 | PA      | $10602.64     | 0.00%             | 2025-12-18      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $177.23       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09074432.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9356 | PA      | $9534.18      | 0.00%             | 2026-06-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.17        | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       761 | PA      | $0.00         | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $467.06       | 0.00%             | 2026-12-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $74.16        | 0.00%             | 2024-12-06      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15362 | PA      | $10126.54     | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183312099.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9580 | PA      | $9275.19      | 0.00%             | 2026-12-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107921.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1725 | PA      | $1757.58      | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991353250.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $221.84       | 0.00%             | 2023-12-12      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.31         | 0.00%             | 2028-02-20      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5110418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       422 | PA      | $409.91       | 0.00%             | 2023-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184275242.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17425 | PA      | $17196.37     | 0.00%             | 2026-12-27      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6227831.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10175 | PA      | $9668.86      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071715.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $73.88        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $201.44       | 0.00%             | 2024-11-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616432.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14103 | PA      | $13988.97     | 0.00%             | 2026-08-24      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991310742.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $205.20       | 0.00%             | 2024-12-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215204.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1577 | PA      | $1519.31      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1438 | PA      | $1468.98      | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12243882.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8580 | PA      | $8705.62      | 0.00%             | 2026-01-27      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182874149.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14013 | PA      | $14012.90     | 0.00%             | 2024-11-17      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062680.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $37.45        | 0.00%             | 2023-11-10      | Fixed         | 18.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111569.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $89.10        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4861282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3163 | PA      | $540.78       | 0.00%             | 2023-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705757.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2981 | PA      | $2967.01      | 0.00%             | 2026-09-13      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217227.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9410 | PA      | $9249.93      | 0.00%             | 2026-12-09      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2549 | PA      | $173.05       | 0.00%             | 2024-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151351.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.21        | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1061 | PA      | $965.54       | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225553.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $158.89       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09087999.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24394 | PA      | $25031.19     | 0.00%             | 2026-04-30      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084979.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $162.17       | 0.00%             | 2024-11-19      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991257669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $61.05        | 0.00%             | 2023-12-08      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196293.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $526.77       | 0.00%             | 2024-11-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763928.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1696 | PA      | $1546.89      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183159318.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15041 | PA      | $14660.06     | 0.00%             | 2026-11-15      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $207.22       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6132628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3154 | PA      | $2702.88      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1502 | PA      | $994.11       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5471203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $263.66       | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991035672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $160.06       | 0.00%             | 2023-11-11      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991334897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $17.62        | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6041385.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6130 | PA      | $5806.97      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705307.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4979 | PA      | $4951.55      | 0.00%             | 2026-09-13      | Fixed         | 31.85%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09074502.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26821 | PA      | $27318.61     | 0.00%             | 2026-06-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1043 | PA      | $0.00         | 0.00%             | 2024-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178777.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $106.68       | 0.00%             | 2024-12-01      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299624.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $194.26       | 0.00%             | 2024-11-27      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991448530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.76        | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.46        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184274458.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12607 | PA      | $12518.89     | 0.00%             | 2024-12-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645934.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6489 | PA      | $6265.33      | 0.00%             | 2026-10-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131812.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $179.26       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $-0.22        | -0.00%            | 2024-11-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165618377.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5892 | PA      | $5405.13      | 0.00%             | 2025-01-28      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $2139.91      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $103.63       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Greenville City School District                                                 | Greenville City School District, Series 2019                                       | CUSIP: 396352GY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16585000 | PA      | $13131639.79  | 0.37%             | 2051-01-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $44.44        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171905795.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8774 | PA      | $8514.82      | 0.00%             | 2025-11-15      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704980.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4192 | PA      | $4172.64      | 0.00%             | 2026-09-13      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09356858.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39648 | PA      | $40239.82     | 0.00%             | 2026-09-27      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $80.45        | 0.00%             | 2023-11-12      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182871113.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17066 | PA      | $16702.87     | 0.00%             | 2026-11-02      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09593157.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26906 | PA      | $27292.94     | 0.00%             | 2026-08-12      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3969 | PA      | $2747.62      | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6274028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13073 | PA      | $12113.50     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081477.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $154.67       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187559.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $180.43       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5531485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $145.09       | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4624212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $67.97        | 0.00%             | 2023-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273861.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2965 | PA      | $2451.86      | 0.00%             | 2023-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255575.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2374 | PA      | $2178.86      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5983443.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7159 | PA      | $6868.86      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5035479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $1005.32      | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156110.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $8.63         | 0.00%             | 2023-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1993349.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6450 | PA      | $6388.82      | 0.00%             | 2026-11-08      | Fixed         | 24.02%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182327350.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5489 | PA      | $5454.50      | 0.00%             | 2024-10-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183149701.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25235 | PA      | $24554.27     | 0.00%             | 2026-11-12      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1971121.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3036 | PA      | $1786.86      | 0.00%             | 2026-11-08      | Fixed         | 22.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991048200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $28.08        | 0.00%             | 2023-11-14      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $3.07         | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991425928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $123.12       | 0.00%             | 2024-12-20      | Fixed         | 19.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-25      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217490.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21546 | PA      | $21343.32     | 0.00%             | 2026-12-09      | Fixed         | 20.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $245.88       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08994245.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36242 | PA      | $37151.29     | 0.00%             | 2026-05-22      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991029636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $1130.39      | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1385.21      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991240092.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       878 | PA      | $0.00         | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075024.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4096 | PA      | $4071.59      | 0.00%             | 2026-11-18      | Fixed         | 23.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4351 | PA      | $4198.50      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       338 | PA      | $336.41       | 0.00%             | 2024-12-18      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4689588.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $80.93        | 0.00%             | 2023-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991383601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $50.84        | 0.00%             | 2024-12-01      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183447586.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17589 | PA      | $16749.71     | 0.00%             | 2026-11-23      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.65        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       484 | PA      | $467.69       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16342 | PA      | $15794.31     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12184632.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13194 | PA      | $13365.65     | 0.00%             | 2027-03-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1014 | PA      | $958.87       | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173018414.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10586 | PA      | $10088.61     | 0.00%             | 2025-12-22      | Fixed         | 13.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026682.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17982 | PA      | $15874.21     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585802.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1171.10      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217520.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $817.15       | 0.00%             | 2024-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151700.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.41         | 0.00%             | 2028-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2016 | PA      | $2074.05      | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09013810.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9013 | PA      | $9156.73      | 0.00%             | 2026-06-01      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.84        | 0.00%             | 2023-11-16      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155798.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12166 | PA      | $11661.71     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4755474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $868.66       | 0.00%             | 2023-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12207671.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7176 | PA      | $7229.64      | 0.00%             | 2025-01-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991055900.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $1.01         | 0.00%             | 2024-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832275.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14016 | PA      | $13580.49     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10091993.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16641 | PA      | $16744.01     | 0.00%             | 2026-10-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189600.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.43         | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798675.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12778 | PA      | $12809.00     | 0.00%             | 2027-02-10      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $240.71       | 0.00%             | 2024-12-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251274.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $583.68       | 0.00%             | 2024-11-26      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5776369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $323.94       | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706436.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2763 | PA      | $2734.70      | 0.00%             | 2026-09-13      | Fixed         | 12.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015984.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20517 | PA      | $19570.55     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.65         | 0.00%             | 2028-02-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6314053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38678 | PA      | $35628.17     | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215522.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1756 | PA      | $1391.77      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $1191.98      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074275.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1526 | PA      | $17.32        | 0.00%             | 2026-11-18      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835555.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $375.54       | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4891910.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2797 | PA      | $2628.66      | 0.00%             | 2023-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11804977.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24267 | PA      | $24380.13     | 0.00%             | 2026-01-31      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617914.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3891 | PA      | $3861.95      | 0.00%             | 2026-08-25      | Fixed         | 12.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5114403.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1028 | PA      | $194.66       | 0.00%             | 2023-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4977295.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5717 | PA      | $3300.12      | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085565.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $121.80       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617047.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2990 | PA      | $2850.81      | 0.00%             | 2026-08-24      | Fixed         | 19.37%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DV65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8124 | PA      | $8168.31      | 0.00%             | 2033-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9349 | PA      | $8710.54      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991321544.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       775 | PA      | $805.60       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5271294.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $957.02       | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2750 | PA      | $2373.82      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5153196.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13914 | PA      | $5776.73      | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705791.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4284 | PA      | $4263.91      | 0.00%             | 2026-09-13      | Fixed         | 30.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205546.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $421.14       | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6286443.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11213 | PA      | $10519.13     | 0.00%             | 2024-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5736371.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3507 | PA      | $3126.47      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991395795.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $908.87       | 0.00%             | 2024-12-19      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $149.67       | 0.00%             | 2023-11-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $209.88       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216926.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.90         | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172830533.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3223 | PA      | $140.45       | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184068690.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7263 | PA      | $7085.31      | 0.00%             | 2024-12-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298538.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $95.24        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215013.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11374 | PA      | $11225.80     | 0.00%             | 2026-12-09      | Fixed         | 23.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108827.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.84        | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3960 | PA      | $3825.43      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154824.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $123.71       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767979.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $1029.49      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11319315.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8676 | PA      | $8656.11      | 0.00%             | 2027-01-02      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991055530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $1156.96      | 0.00%             | 2023-11-14      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991393014.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $102.00       | 0.00%             | 2023-12-09      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359215.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $120.95       | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11194609.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19185 | PA      | $19330.77     | 0.00%             | 2026-11-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.96        | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $1.34         | 0.00%             | 2027-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138007.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $385.50       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2910 | PA      | $2795.33      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323736.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $238.83       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880930.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9134 | PA      | $653.52       | 0.00%             | 2026-10-19      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                              | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14700000 | PA      | $14613467.13  | 0.41%             | 2024-07-23      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998248.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9283 | PA      | $666.50       | 0.00%             | 2026-11-08      | Fixed         | 26.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       718 | PA      | $735.47       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921808.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       470 | PA      | $447.98       | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5809386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       911 | PA      | $656.46       | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182493547.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25286 | PA      | $24118.67     | 0.00%             | 2026-11-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $140.72       | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991305854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $250.32       | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672608.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4993 | PA      | $4808.14      | 0.00%             | 2026-11-19      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991074770.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $200.81       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999575.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       902 | PA      | $892.93       | 0.00%             | 2026-11-08      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       744 | PA      | $532.08       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $9.93         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174098325.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10514 | PA      | $10227.14     | 0.00%             | 2024-01-26      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172292139.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8461 | PA      | $8309.91      | 0.00%             | 2023-12-02      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071211.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3661 | PA      | $3644.06      | 0.00%             | 2024-11-18      | Fixed         | 15.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $78.65        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40004 | PA      | $38679.17     | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182283124.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17247 | PA      | $16984.66     | 0.00%             | 2026-10-18      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616273.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       803 | PA      | $802.00       | 0.00%             | 2026-08-24      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1599969.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6192 | PA      | $6129.96      | 0.00%             | 2027-01-24      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991443311.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $36.02        | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5567867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12739 | PA      | $10951.97     | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996899.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10351 | PA      | $9621.83      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12247272.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25285 | PA      | $25015.05     | 0.00%             | 2027-03-06      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619028.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6562 | PA      | $6561.28      | 0.00%             | 2026-08-25      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183554355.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7302 | PA      | $7264.32      | 0.00%             | 2024-11-24      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900522.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $568.93       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $347.11       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.07         | 0.00%             | 2027-12-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1285 | PA      | $1198.14      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3746 | PA      | $3587.62      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5214230.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1362 | PA      | $1259.32      | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226532.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.77        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Dryden 97 CLO Ltd.                                                              | Dryden 97 CLO Ltd., Series 2022-97A, Class A                                       | CUSIP: 26248XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17750000 | PA      | $17402987.54  | 0.49%             | 2035-04-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3419 | PA      | $3330.04      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $110.08       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814031.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $897.62       | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6003476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2107 | PA      | $1269.86      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5625282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5874 | PA      | $4945.87      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991041612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2164 | PA      | $2274.48      | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $92.35        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161650.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $230.74       | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799504.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8909 | PA      | $8991.99      | 0.00%             | 2025-02-05      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071865.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6071 | PA      | $6016.88      | 0.00%             | 2026-11-18      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190438.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1660 | PA      | $1654.80      | 0.00%             | 2024-11-29      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5593683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       658 | PA      | $642.11       | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140XG5K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5528727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3216 | PA      | $3118.61      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991356147.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $65.88        | 0.00%             | 2023-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5625057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5608 | PA      | $5495.91      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183827173.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4513 | PA      | $4467.74      | 0.00%             | 2024-12-06      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $325.89       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091062.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $213.71       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5288617.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $486.11       | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648981.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19486 | PA      | $18810.23     | 0.00%             | 2026-10-27      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912459.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6402 | PA      | $5699.72      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705415.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7832 | PA      | $7715.25      | 0.00%             | 2026-09-13      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5614600.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5199 | PA      | $4942.64      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617307.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $822.82       | 0.00%             | 2024-08-24      | Fixed         | 16.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614632.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $1222.11      | 0.00%             | 2026-08-24      | Fixed         | 29.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $116.53       | 0.00%             | 2024-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985366.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2595 | PA      | $2474.10      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.33         | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5795481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3905 | PA      | $3750.90      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18100000 | PA      | $17792794.85  | 0.50%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991395653.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $26.21        | 0.00%             | 2023-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5587983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1400 | PA      | $1245.98      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991347246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $668.93       | 0.00%             | 2024-12-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $291.15       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991228302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $229.60       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109723.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $503.86       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $53.13        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112268.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $158.05       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12228513.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24950 | PA      | $24750.45     | 0.00%             | 2027-03-09      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880017.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6979 | PA      | $490.90       | 0.00%             | 2026-10-19      | Fixed         | 32.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256910.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.97         | 0.00%             | 2023-12-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4834601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $717.83       | 0.00%             | 2023-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4662 | PA      | $4577.15      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $170.11       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1151 | PA      | $1071.83      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5119596.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6175 | PA      | $3445.74      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5804824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19095 | PA      | $18467.10     | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5133336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1053 | PA      | $1033.09      | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4771 | PA      | $3962.47      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059778.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28739 | PA      | $27065.64     | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25805026.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $114.82       | 0.00%             | 2027-12-16      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29525954 | PA      | $25903739.92  | 0.73%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2314 | PA      | $2152.21      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5311631.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3509 | PA      | $3442.99      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991339191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.53        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024686.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $115.05       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $89.16        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $10.16        | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       643 | PA      | $671.20       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991047047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $90.49        | 0.00%             | 2024-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660438.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4183 | PA      | $3995.05      | 0.00%             | 2026-11-19      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182135115.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20744 | PA      | $20312.50     | 0.00%             | 2026-10-28      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658140.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3312 | PA      | $3173.84      | 0.00%             | 2024-11-08      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155401.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $177.95       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4858016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1782 | PA      | $735.83       | 0.00%             | 2023-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $99.54        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113408.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $10.09        | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171594396.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2085 | PA      | $2031.02      | 0.00%             | 2023-10-29      | Fixed         | 8.46%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5973612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44497 | PA      | $42877.28     | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105023.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3240 | PA      | $3306.64      | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8818 | PA      | $8374.95      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5864889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2212 | PA      | $2143.23      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5028285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $1144.93      | 0.00%             | 2023-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149973.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $1371.98      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $164.86       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1803 | PA      | $1752.30      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182500.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1153 | PA      | $1161.59      | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991387894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       625 | PA      | $634.07       | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6021032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18131 | PA      | $17439.11     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       804 | PA      | $0.00         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $45.77        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183638388.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24485 | PA      | $4241.12      | 0.00%             | 2026-12-01      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6282753.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20580 | PA      | $19311.65     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153690.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $217.04       | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222727.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.69         | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991021705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1175 | PA      | $-12.48       | -0.00%            | 2024-11-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $187.49       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $-8.00        | -0.00%            | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $8.85         | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307603.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10595 | PA      | $9798.91      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179072.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $82.17        | 0.00%             | 2024-11-15      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894856.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2701 | PA      | $2537.63      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185 | PA      | $81.88        | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5449799.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       444 | PA      | $436.80       | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203586.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $108.60       | 0.00%             | 2023-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925265.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21236 | PA      | $19508.96     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6219996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10157 | PA      | $9656.78      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10477663.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32989 | PA      | $33251.00     | 0.00%             | 2026-10-12      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131589.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $94.44        | 0.00%             | 2023-11-11      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219971.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7367 | PA      | $1966.79      | 0.00%             | 2027-05-10      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1571 | PA      | $1519.80      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5143602.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1106 | PA      | $837.18       | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996884.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9390 | PA      | $185.36       | 0.00%             | 2024-11-08      | Fixed         | 21.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214828.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9293 | PA      | $9160.16      | 0.00%             | 2026-12-09      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169822.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $746.49       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1871822.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8722 | PA      | $8681.04      | 0.00%             | 2026-10-19      | Fixed         | 30.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820058.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3631 | PA      | $3512.73      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $199.27       | 0.00%             | 2023-11-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5897735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4705 | PA      | $4570.85      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3160 | PA      | $3060.05      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23594637.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.55        | 0.00%             | 2027-10-16      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       288 | PA      | $-12.62       | -0.00%            | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $41.88        | 0.00%             | 2024-11-21      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1634439.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3078 | PA      | $2981.96      | 0.00%             | 2024-09-21      | Fixed         | 16.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $36.28        | 0.00%             | 2023-11-19      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954522.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4290 | PA      | $4046.95      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31371LFW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24348 | PA      | $25493.76     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $238.47       | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1312 | PA      | $1208.88      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $676.91       | 0.00%             | 2024-11-25      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11238373.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10423 | PA      | $998.57       | 0.00%             | 2027-01-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991342513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       548 | PA      | $544.58       | 0.00%             | 2023-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184246546.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14040 | PA      | $13936.94     | 0.00%             | 2024-12-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033250.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $560.93       | 0.00%             | 2024-11-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10400857.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16044 | PA      | $16198.74     | 0.00%             | 2024-11-20      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694688.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8710 | PA      | $8682.78      | 0.00%             | 2025-01-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6141742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12184 | PA      | $11585.15     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5806428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6731 | PA      | $5710.55      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5034432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $341.79       | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13664 | PA      | $13073.55     | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Korea Electric Power Corp.                                                      | Korea Electric Power Corp.                                                         | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   3900000 | PA      | $3942558.98   | 0.11%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $597.29       | 0.00%             | 2024-11-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5808395.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $683.74       | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216810.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $9.24         | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214164.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30705 | PA      | $30195.29     | 0.00%             | 2026-12-09      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6258329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15012 | PA      | $13836.99     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100723.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $149.64       | 0.00%             | 2024-11-22      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885892.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5225 | PA      | $4814.33      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1234 | PA      | $1106.09      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989095.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7817 | PA      | $7682.37      | 0.00%             | 2026-11-08      | Fixed         | 21.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176715.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $295.04       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256800.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2876 | PA      | $2722.23      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5598146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       902 | PA      | $815.28       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7049 | PA      | $6630.83      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $209.32       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $83.50        | 0.00%             | 2023-11-11      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09198220.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10751 | PA      | $11013.46     | 0.00%             | 2026-06-28      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Long Point Park CLO Ltd.                                                        | Long Point Park CLO Ltd., Series 2017-1A, Class A2                                 | CUSIP: 542798AE3<br>LEI: 549300639DPKTBUSCC77 | Long             | ABS-CBDO         | CORP              | KY        |   5800000 | PA      | $5681116.74   | 0.16%             | 2030-01-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09770953.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34266 | PA      | $34559.92     | 0.00%             | 2026-09-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1607647.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6304 | PA      | $6026.23      | 0.00%             | 2026-08-13      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285978.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $295.96       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $7.62         | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4933844.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19405 | PA      | $5914.60      | 0.00%             | 2023-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183776421.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5219 | PA      | $5073.96      | 0.00%             | 2024-12-15      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $37.56        | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075547.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1113 | PA      | $1106.64      | 0.00%             | 2027-04-18      | Fixed         | 30.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161711.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $437.37       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111006.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       977 | PA      | $51.45        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057439.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.01        | 0.00%             | 2023-11-12      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4860428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $259.90       | 0.00%             | 2023-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3141 | PA      | $3045.71      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704899.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5217 | PA      | $5152.55      | 0.00%             | 2026-09-13      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991061678.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $107.76       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $709.25       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2123 | PA      | $2013.30      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679083.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16509 | PA      | $15904.77     | 0.00%             | 2026-12-15      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.23        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24909623.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21013 | PA      | $1421.03      | 0.00%             | 2024-12-02      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5948526.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3547 | PA      | $3407.01      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074825.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $1165.99      | 0.00%             | 2024-11-18      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154995.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $8.66         | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184076230.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4268 | PA      | $4268.83      | 0.00%             | 2024-12-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882436.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $1295.48      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611808.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8101 | PA      | $8084.66      | 0.00%             | 2026-08-23      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16822 | PA      | $15507.81     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       387 | PA      | $393.47       | 0.00%             | 2023-12-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991448540.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $440.35       | 0.00%             | 2023-12-11      | Fixed         | 15.47%                | 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        |    861487 | PA      | $822459.16    | 0.02%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991052420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $351.20       | 0.00%             | 2024-11-14      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11301348.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21550 | PA      | $21734.31     | 0.00%             | 2026-12-19      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6119 | PA      | $5975.53      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $0.00         | 0.00%             | 2024-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09430684.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6654 | PA      | $6602.80      | 0.00%             | 2024-07-05      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5613099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2333 | PA      | $2265.99      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.01         | 0.00%             | 2028-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299204.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $0.00         | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5981123.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1830 | PA      | $1729.92      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081404.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $279.04       | 0.00%             | 2023-11-19      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1704833.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1586 | PA      | $458.43       | 0.00%             | 2026-09-13      | Fixed         | 28.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613150.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1691 | PA      | $1675.88      | 0.00%             | 2024-08-23      | Fixed         | 30.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774390.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3370 | PA      | $3262.93      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997639.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8443 | PA      | $8356.33      | 0.00%             | 2026-11-08      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11708 | PA      | $10604.58     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218135.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $74.27        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1891 | PA      | $1837.03      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $160.31       | 0.00%             | 2024-11-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1988077.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $2013.71      | 0.00%             | 2024-11-08      | Fixed         | 17.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991494550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $105.15       | 0.00%             | 2023-12-20      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4590729.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $810.58       | 0.00%             | 2023-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23730847.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.30         | 0.00%             | 2027-10-21      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5766186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2406 | PA      | $2341.99      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1632 | PA      | $1508.93      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991295957.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $92.51        | 0.00%             | 2023-12-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183840993.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20726 | PA      | $20404.91     | 0.00%             | 2026-12-16      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126654.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $257.66       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991242328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.32        | 0.00%             | 2023-11-30      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183252907.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13301 | PA      | $12920.01     | 0.00%             | 2027-05-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074886.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2284 | PA      | $2246.25      | 0.00%             | 2025-04-18      | Fixed         | 23.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $-1.07        | -0.00%            | 2023-12-01      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31411XZL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74599 | PA      | $78424.38     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219179.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3429 | PA      | $869.91       | 0.00%             | 2026-12-10      | Fixed         | 14.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5807394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $670.62       | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275762.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17213 | PA      | $16160.77     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159766.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $0.00         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073258.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $824.17       | 0.00%             | 2026-11-18      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31403YSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20104 | PA      | $20458.29     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $414.86       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5755873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3988 | PA      | $3851.84      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5090813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4919 | PA      | $2818.33      | 0.00%             | 2023-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $71.72        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163694.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $4.59         | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5571387.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       796 | PA      | $781.84       | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2161 | PA      | $1988.84      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172834572.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10147 | PA      | $9855.15      | 0.00%             | 2025-12-24      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $583.45       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098822.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $254.70       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991030285.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.53         | 0.00%             | 2028-02-09      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239600.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $71.53        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4962523.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4563 | PA      | $1734.56      | 0.00%             | 2023-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3882 | PA      | $3716.16      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259091.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $327.46       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991050282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $60.19        | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218367.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $663.95       | 0.00%             | 2024-12-09      | Fixed         | 9.23%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11804310.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3641 | PA      | $3668.78      | 0.00%             | 2024-02-03      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216754.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12056 | PA      | $3434.27      | 0.00%             | 2026-12-09      | Fixed         | 23.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3968 | PA      | $3769.38      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $190.42       | 0.00%             | 2024-11-30      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219342.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2737 | PA      | $785.56       | 0.00%             | 2026-12-10      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273517.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $0.19         | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087993.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $139.40       | 0.00%             | 2024-11-17      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096689.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5998219.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $341.92       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991310309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $301.92       | 0.00%             | 2024-12-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5496 | PA      | $5153.87      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213588.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $20.48        | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $81.75        | 0.00%             | 2023-11-24      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922671.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       842 | PA      | $821.34       | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6148020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11901 | PA      | $11304.57     | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $187.01       | 0.00%             | 2023-11-27      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149520.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       701 | PA      | $696.44       | 0.00%             | 2024-11-12      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $65.55        | 0.00%             | 2023-11-23      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183089.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $118.93       | 0.00%             | 2024-11-26      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11781212.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10595 | PA      | $1200.83      | 0.00%             | 2024-12-27      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6050936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1089 | PA      | $1009.93      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08847769.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11515 | PA      | $11724.67     | 0.00%             | 2026-06-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991008863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $-1.85        | -0.00%            | 2023-11-08      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074740.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28258 | PA      | $28162.21     | 0.00%             | 2026-11-18      | Fixed         | 30.66%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1667304.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29556 | PA      | $28431.78     | 0.00%             | 2026-12-05      | Fixed         | 13.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16732 | PA      | $16269.00     | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159540.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $0.97         | 0.00%             | 2024-11-29      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128M5Q52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268745 | PA      | $283242.24    | 0.01%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132906.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $174.67       | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922013.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3392 | PA      | $3313.11      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991293234.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $216.24       | 0.00%             | 2024-11-20      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       617 | PA      | $625.26       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5720 | PA      | $5215.60      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12261586.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14665 | PA      | $14799.25     | 0.00%             | 2026-01-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12482 | PA      | $11587.87     | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $140.80       | 0.00%             | 2024-11-25      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11380536.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17160 | PA      | $17245.12     | 0.00%             | 2027-01-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $190.91       | 0.00%             | 2024-11-16      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6281975.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8539 | PA      | $7986.84      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4974352.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $164.35       | 0.00%             | 2023-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $204.97       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Provident Funding Mortgage Trust                                                | Provident Funding Mortgage Trust, Series 2019-1, Class A2                          | CUSIP: 74387LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1836688 | PA      | $1607585.77   | 0.05%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620526.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1644 | PA      | $1643.97      | 0.00%             | 2026-08-25      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991324986.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $36.86        | 0.00%             | 2024-11-25      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991047942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $19.92        | 0.00%             | 2024-11-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Suzano Austria GmbH                                                             | Suzano Austria GmbH, Series DM3N                                                   | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   2300000 | PA      | $1831467.28   | 0.05%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184022156.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8547 | PA      | $8386.11      | 0.00%             | 2026-12-10      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $699.15       | 0.00%             | 2024-11-13      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4976937.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1315 | PA      | $1114.73      | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991030862.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       543 | PA      | $72.25        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  42060022 | PA      | $35445798.23  | 1.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BCC Middle Market CLO LLC                                                       | BCC Middle Market CLO LLC, Series 2018-1A, Class A2                                | CUSIP: 055328AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5100000 | PA      | $4813532.63   | 0.14%             | 2030-10-20      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                         | FHLMC STACR REMIC Trust, Series 2020-DNA1, Class M2                                | CUSIP: 35565HAH8<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |   1813090 | PA      | $1809216.84   | 0.05%             | 2050-01-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Franklin Senior Loan ETF                                                        | Franklin Senior Loan ETF                                                           | CUSIP: 35473P595<br>LEI: 549300I3TND36ZL4CK30 | Long             |  | RF                | US        |   1737400 | NS      | $41584669.00  | 1.17%             |  |  |  | No            |                  1 | On Loan: —       |
| UGCard                                                                          | UGCard, 991297769.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.72        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991246833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $7.41         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635732.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10293 | PA      | $9928.15      | 0.00%             | 2026-09-23      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117809.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $250.06       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184395760.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $530.17       | 0.00%             | 2024-12-23      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255384.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4798 | PA      | $3892.63      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991051286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $257.92       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180464.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $52.97        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31384VZD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2386 | PA      | $2566.61      | 0.00%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991399127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $713.52       | 0.00%             | 2024-12-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11304254.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42465 | PA      | $42686.92     | 0.00%             | 2026-11-19      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5550595.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $1374.00      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184418501.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4158 | PA      | $4107.06      | 0.00%             | 2024-12-27      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123035.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $28.47        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10602597.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31789 | PA      | $3488.32      | 0.00%             | 2025-09-24      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230823.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.21        | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $205.98       | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6162 | PA      | $5830.80      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991433950.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $93.50        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991372098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.00        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073535.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       893 | PA      | $131.14       | 0.00%             | 2026-11-18      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1968 | PA      | $1812.65      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991015963.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1420 | PA      | $1439.40      | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991056505.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $273.91       | 0.00%             | 2023-11-14      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $994.38       | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1970963.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4610 | PA      | $4572.06      | 0.00%             | 2026-11-08      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179561.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $97.79        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991271633.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $20.39        | 0.00%             | 2023-12-08      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473877.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $521.05       | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192486.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4114 | PA      | $3059.64      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $627.15       | 0.00%             | 2024-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6298187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75503 | PA      | $70806.37     | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31967 | PA      | $20035.82     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10681833.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23225 | PA      | $23574.44     | 0.00%             | 2025-11-16      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5197 | PA      | $4309.40      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221359.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2889 | PA      | $2849.31      | 0.00%             | 2026-12-10      | Fixed         | 17.28%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09445164.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26813 | PA      | $27182.27     | 0.00%             | 2026-07-06      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991288892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $107.15       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889608.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41903 | PA      | $40838.92     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991445413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $191.57       | 0.00%             | 2024-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $511.03       | 0.00%             | 2023-11-23      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184167427.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17166 | PA      | $17044.27     | 0.00%             | 2024-12-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878650.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4823 | PA      | $-434.14      | -0.00%            | 2027-03-19      | Fixed         | 27.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.82        | 0.00%             | 2023-11-15      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5302844.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $240.04       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1707042.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11057 | PA      | $10920.41     | 0.00%             | 2026-09-13      | Fixed         | 16.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221739.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7723 | PA      | $7652.78      | 0.00%             | 2026-12-10      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991336471.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $233.48       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991370075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $211.76       | 0.00%             | 2024-12-09      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       887 | PA      | $933.40       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5238549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14881 | PA      | $13157.24     | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $240.87       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11794207.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12717 | PA      | $12890.00     | 0.00%             | 2027-02-12      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.26        | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11237796.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13865 | PA      | $14044.94     | 0.00%             | 2025-11-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08976475.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10166 | PA      | $10441.17     | 0.00%             | 2026-05-30      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985442.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2004 | PA      | $1917.64      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901819.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1130 | PA      | $952.42       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597722.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1120 | PA      | $1095.39      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $169.29       | 0.00%             | 2023-11-27      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5978092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30635 | PA      | $29089.23     | 0.00%             | 2024-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156148.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       558 | PA      | $571.12       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5709586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4670 | PA      | $4552.05      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073597.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1369 | PA      | $1345.17      | 0.00%             | 2026-11-18      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $49.05        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273106.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $260.80       | 0.00%             | 2023-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1579 | PA      | $1562.96      | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258341.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.66         | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.15        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1414 | PA      | $1431.98      | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183756956.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7669 | PA      | $7621.81      | 0.00%             | 2024-12-23      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12017001.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12305 | PA      | $12437.38     | 0.00%             | 2025-01-24      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $803.11       | 0.00%             | 2024-11-23      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10432695.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37106 | PA      | $37584.66     | 0.00%             | 2025-09-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       800 | PA      | $814.98       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218119.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1020 | PA      | $1010.75      | 0.00%             | 2024-12-09      | Fixed         | 12.83%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10453291.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20333 | PA      | $20534.02     | 0.00%             | 2026-10-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       653 | PA      | $473.32       | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       472 | PA      | $467.72       | 0.00%             | 2024-11-26      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11779953.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43364 | PA      | $43920.90     | 0.00%             | 2027-02-11      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183882896.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15292 | PA      | $14762.13     | 0.00%             | 2026-12-07      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991447659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2497 | PA      | $2510.88      | 0.00%             | 2024-12-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31400WGZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14943 | PA      | $15202.13     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1703655.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3513 | PA      | $3478.99      | 0.00%             | 2026-09-13      | Fixed         | 10.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877777.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $2132.68      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991016205.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1035 | PA      | $799.69       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5740467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $624.76       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991691.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5493 | PA      | $3041.85      | 0.00%             | 2026-11-08      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $461.80       | 0.00%             | 2024-11-18      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074779.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8569 | PA      | $8521.92      | 0.00%             | 2026-11-18      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933209.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       655 | PA      | $643.95       | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074379.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15632 | PA      | $15559.36     | 0.00%             | 2026-11-18      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102962.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $78.36        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706385.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $233.85       | 0.00%             | 2024-09-13      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4924498.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5665 | PA      | $2546.57      | 0.00%             | 2023-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995435.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1390 | PA      | $1375.27      | 0.00%             | 2026-11-08      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991382959.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $76.36        | 0.00%             | 2024-12-17      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $309.78       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162076.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $62.88        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672958.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7278 | PA      | $0.00         | 0.00%             | 2026-12-15      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6202823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2817 | PA      | $2710.56      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215384.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8831 | PA      | $8752.50      | 0.00%             | 2026-12-09      | Fixed         | 27.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217222.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $756.00       | 0.00%             | 2024-12-08      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184130767.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17781 | PA      | $16858.63     | 0.00%             | 2026-12-21      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074336.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5544 | PA      | $5493.17      | 0.00%             | 2026-11-18      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102689.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6216275.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2260 | PA      | $2132.24      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2298 | PA      | $2231.24      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6316373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8489 | PA      | $7954.31      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4850454.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $821.05       | 0.00%             | 2023-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $270.84       | 0.00%             | 2024-11-27      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $2446.57      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990423.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8532 | PA      | $8464.67      | 0.00%             | 2026-11-08      | Fixed         | 22.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10087 | PA      | $9560.79      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991458324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       544 | PA      | $542.02       | 0.00%             | 2024-12-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2448 | PA      | $2362.63      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991015397.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $154.56       | 0.00%             | 2024-11-08      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1398 | PA      | $237.61       | 0.00%             | 2026-11-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993369.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       809 | PA      | $802.69       | 0.00%             | 2026-11-08      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $565.97       | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934700.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4473 | PA      | $4291.33      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $76.68        | 0.00%             | 2023-11-26      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $43.59        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991021583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $476.52       | 0.00%             | 2024-11-10      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2042230.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       777 | PA      | $769.82       | 0.00%             | 2024-11-18      | Fixed         | 10.36%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   8300000 | PA      | $74497.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4641001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3381 | PA      | $1252.40      | 0.00%             | 2023-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12927 | PA      | $12277.35     | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6052619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29231 | PA      | $27978.51     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651010.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12147 | PA      | $11667.34     | 0.00%             | 2026-11-15      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635660.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7925 | PA      | $7644.02      | 0.00%             | 2026-09-23      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734988.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2731 | PA      | $2625.95      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991350933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $165.04       | 0.00%             | 2024-12-08      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612116.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3036 | PA      | $3008.62      | 0.00%             | 2024-08-23      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1653980.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12408 | PA      | $11809.08     | 0.00%             | 2026-11-15      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183874684.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7826 | PA      | $7752.31      | 0.00%             | 2024-12-19      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6206656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $4060.87      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222197.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2418 | PA      | $2389.09      | 0.00%             | 2027-05-10      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1699123.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3141 | PA      | $227.98       | 0.00%             | 2024-09-13      | Fixed         | 22.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037811.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       669 | PA      | $665.62       | 0.00%             | 2024-11-12      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09569037.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21799 | PA      | $22068.06     | 0.00%             | 2026-07-06      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6210857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6815 | PA      | $6240.82      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991074139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $100.88       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856449.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2110 | PA      | $2042.99      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105091.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216051.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4155 | PA      | $4119.26      | 0.00%             | 2024-12-09      | Fixed         | 16.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167293.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $39.75        | 0.00%             | 2023-11-25      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072240.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4168 | PA      | $4146.16      | 0.00%             | 2026-11-18      | Fixed         | 24.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $116.24       | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6234621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     84367 | PA      | $80191.62     | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12106244.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9382 | PA      | $9359.80      | 0.00%             | 2025-01-22      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $302.27       | 0.00%             | 2023-11-16      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       384 | PA      | $29.72        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Home Partners of America Trust                                                  | Home Partners of America Trust, Series 2021-3, Class B                             | CUSIP: 43730XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5911359 | PA      | $5110242.96   | 0.14%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5319824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2853 | PA      | $2610.36      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $396.72       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5207596.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5087 | PA      | $4839.11      | 0.00%             | 2023-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188129.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.23         | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $57.24        | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833498.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15409 | PA      | $14880.81     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10578108.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21863 | PA      | $22201.66     | 0.00%             | 2025-10-22      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $224.52       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218188.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.47        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4630482.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3213 | PA      | $1485.91      | 0.00%             | 2023-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878619.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11598 | PA      | $11245.74     | 0.00%             | 2027-03-19      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183890926.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24834 | PA      | $24601.77     | 0.00%             | 2024-12-07      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614692.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6628 | PA      | $6608.94      | 0.00%             | 2024-08-24      | Fixed         | 22.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $81.42        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $250.12       | 0.00%             | 2024-11-21      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184118078.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3485 | PA      | $3459.04      | 0.00%             | 2024-12-16      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989289.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2437 | PA      | $2412.52      | 0.00%             | 2024-11-08      | Fixed         | 9.60%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $968.69       | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4978254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       377 | PA      | $342.08       | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5563156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6711 | PA      | $6532.85      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877812.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $780.35       | 0.00%             | 2024-10-19      | Fixed         | 19.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10672023.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16714 | PA      | $16762.01     | 0.00%             | 2026-11-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4328 | PA      | $3433.58      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880670.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $1012.66      | 0.00%             | 2024-10-19      | Fixed         | 28.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214666.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14711 | PA      | $13674.57     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24684 | PA      | $23481.90     | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $479.46       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LCM 26 Ltd.                                                                     | LCM 26 Ltd., Series 26A, Class B                                                   | CUSIP: 50200FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1944940.52   | 0.05%             | 2031-01-20      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5141509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $2486.90      | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110695.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       606 | PA      | $78.93        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062658.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $473.23       | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183321499.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2669 | PA      | $2599.03      | 0.00%             | 2026-11-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $118.96       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655651.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1968 | PA      | $1899.72      | 0.00%             | 2024-11-15      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $188.07       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588679.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3161 | PA      | $3088.87      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219719.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $1297.53      | 0.00%             | 2026-12-10      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5561871.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3961 | PA      | $3879.19      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267970.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $214.28       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173559970.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8510 | PA      | $1094.49      | 0.00%             | 2024-01-26      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1608526.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6466 | PA      | $6253.63      | 0.00%             | 2026-08-16      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991405592.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $244.69       | 0.00%             | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6239502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       510 | PA      | $480.82       | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183402694.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7881 | PA      | $7786.41      | 0.00%             | 2024-11-29      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $48.05        | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10237302.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40193 | PA      | $40781.79     | 0.00%             | 2026-10-05      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149675.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $191.69       | 0.00%             | 2024-11-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217016.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3986 | PA      | $3947.88      | 0.00%             | 2026-12-09      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6053485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24993 | PA      | $23833.06     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651004.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8088 | PA      | $7742.45      | 0.00%             | 2024-11-19      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155172.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.69         | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5949190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2305 | PA      | $1680.99      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $279.90       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991282278.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $330.34       | 0.00%             | 2024-12-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220027.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8350 | PA      | $8264.82      | 0.00%             | 2026-12-10      | Fixed         | 13.09%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 161914714.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14837 | PA      | $14467.27     | 0.00%             | 2024-12-06      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31292GYH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2517 | PA      | $2636.88      | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991011019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $96.48        | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5157118.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1845 | PA      | $1541.21      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991467528.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       468 | PA      | $478.72       | 0.00%             | 2026-12-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $727.99       | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997003.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5401 | PA      | $5181.80      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11305215.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12928 | PA      | $13114.96     | 0.00%             | 2025-12-19      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2095 | PA      | $2021.33      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $534.58       | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12231516.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7932 | PA      | $8069.97      | 0.00%             | 2026-03-09      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5628967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1528 | PA      | $1495.85      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1162 | PA      | $1065.75      | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614419.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       856 | PA      | $131.18       | 0.00%             | 2026-08-24      | Fixed         | 24.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989008.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1395 | PA      | $1380.61      | 0.00%             | 2026-11-08      | Fixed         | 12.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881280.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3943 | PA      | $3919.20      | 0.00%             | 2024-10-19      | Fixed         | 20.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3678 | PA      | $3491.43      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       452 | PA      | $449.09       | 0.00%             | 2024-11-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5306150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5830 | PA      | $5659.91      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991438242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $276.55       | 0.00%             | 2024-12-21      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $362.77       | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132792.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $159.28       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       934 | PA      | $930.25       | 0.00%             | 2024-11-26      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5107562.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1062 | PA      | $1037.94      | 0.00%             | 2023-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991361596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $562.33       | 0.00%             | 2023-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999851.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4431 | PA      | $4393.23      | 0.00%             | 2026-11-08      | Fixed         | 29.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991082558.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $261.84       | 0.00%             | 2024-11-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $111.15       | 0.00%             | 2023-11-25      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $215.07       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194474.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $707.75       | 0.00%             | 2024-11-27      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991325572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $87.06        | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991440844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4213 | PA      | $4190.53      | 0.00%             | 2024-12-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $284.67       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $268.91       | 0.00%             | 2023-11-14      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618437.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8586 | PA      | $8580.76      | 0.00%             | 2026-08-25      | Fixed         | 25.30%                | 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        |   1000000 | PA      | $990081.09    | 0.03%             | 2031-05-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5051202.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $358.51       | 0.00%             | 2023-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2858 | PA      | $2731.55      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2044841.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8373 | PA      | $8282.47      | 0.00%             | 2026-11-18      | Fixed         | 17.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12243964.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12939 | PA      | $12920.01     | 0.00%             | 2027-01-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222184.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6982 | PA      | $6909.52      | 0.00%             | 2026-12-10      | Fixed         | 12.02%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184408132.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13259 | PA      | $13164.76     | 0.00%             | 2024-12-23      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070695.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3996 | PA      | $3948.13      | 0.00%             | 2026-11-18      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196539.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $70.28        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182861390.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13477 | PA      | $13381.96     | 0.00%             | 2024-11-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150632.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $99.01        | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991040642.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $184.39       | 0.00%             | 2023-11-12      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08991172.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5101 | PA      | $5212.34      | 0.00%             | 2025-06-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991453515.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $6.11         | 0.00%             | 2024-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991429379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $41.53        | 0.00%             | 2024-12-09      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991509838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $106.28       | 0.00%             | 2023-12-20      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182592773.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8778 | PA      | $8577.67      | 0.00%             | 2026-11-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20125 | PA      | $19051.94     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12248151.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19763 | PA      | $19738.22     | 0.00%             | 2027-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184017343.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10745 | PA      | $10606.44     | 0.00%             | 2026-12-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178650.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $424.36       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $358.01       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074717.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5145 | PA      | $5103.86      | 0.00%             | 2024-11-18      | Fixed         | 9.11%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10269575.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20654 | PA      | $20793.81     | 0.00%             | 2026-10-06      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110746.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $147.45       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5082041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3280 | PA      | $2936.98      | 0.00%             | 2023-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.15        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108509.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $399.29       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219861.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4017 | PA      | $3953.74      | 0.00%             | 2024-12-10      | Fixed         | 23.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5817927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2350 | PA      | $2103.99      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184135047.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27609 | PA      | $1854.29      | 0.00%             | 2024-12-20      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993658.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6148 | PA      | $6086.04      | 0.00%             | 2024-11-08      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.91        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10679270.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $1816.16      | 0.00%             | 2026-11-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074657.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3258 | PA      | $3240.18      | 0.00%             | 2026-11-18      | Fixed         | 23.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128711.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $38.23        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182782330.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17026 | PA      | $16554.52     | 0.00%             | 2026-11-01      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015946.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $1050.49      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $138.45       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5751375.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7289 | PA      | $7096.32      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070496.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9226 | PA      | $659.89       | 0.00%             | 2027-04-18      | Fixed         | 23.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219356.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9103 | PA      | $8977.15      | 0.00%             | 2026-12-10      | Fixed         | 17.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5569924.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2176 | PA      | $1530.87      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264563.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $522.81       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289268.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.31        | 0.00%             | 2024-12-18      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       723 | PA      | $626.88       | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991418338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $14.78        | 0.00%             | 2024-12-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $60.25        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1171 | PA      | $149.68       | 0.00%             | 2024-11-26      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5839833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $144.39       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $164.26       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232628.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $47.38        | 0.00%             | 2023-11-14      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214144.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7509 | PA      | $7428.46      | 0.00%             | 2027-05-09      | Fixed         | 11.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073526.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1678 | PA      | $1669.64      | 0.00%             | 2026-11-18      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1529 | PA      | $1414.80      | 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 2019-52, Class PT | CUSIP: 21056JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955448 | PA      | $908326.96    | 0.03%             | 2045-01-15      | Variable      | 15.43%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $154.00       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5216201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       740 | PA      | $659.64       | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2188 | PA      | $896.22       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09125842.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20263 | PA      | $20674.28     | 0.00%             | 2026-06-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4663092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $123.29       | 0.00%             | 2023-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184239360.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17954 | PA      | $17527.06     | 0.00%             | 2026-12-18      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138661.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $249.98       | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.59        | 0.00%             | 2023-11-23      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881294.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4602 | PA      | $330.90       | 0.00%             | 2026-10-19      | Fixed         | 24.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132175.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       444 | PA      | $451.98       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270507.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1669 | PA      | $1692.31      | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217042.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4299 | PA      | $4263.34      | 0.00%             | 2026-12-09      | Fixed         | 22.14%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   6595000 | PA      | $-380883.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991055984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $74.05        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991063011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $5.49         | 0.00%             | 2024-11-14      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6316658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3150 | PA      | $2907.02      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5972840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5532 | PA      | $5389.18      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5290012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $360.43       | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25096 | PA      | $23696.38     | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1226 | PA      | $1189.64      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069479.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1700 | PA      | $1598.47      | 0.00%             | 2026-11-18      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1835 | PA      | $1719.39      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $133.17       | 0.00%             | 2023-11-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5752274.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6189 | PA      | $5787.03      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5887881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3086 | PA      | $2998.38      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $368.54       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612489.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3486 | PA      | $3324.84      | 0.00%             | 2026-08-23      | Fixed         | 23.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $129.60       | 0.00%             | 2024-11-10      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $330.11       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104175.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $75.11        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180290.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $238.20       | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1610778.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3534 | PA      | $3532.73      | 0.00%             | 2026-08-23      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $216.65       | 0.00%             | 2024-12-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $1.80         | 0.00%             | 2028-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10432275.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27213 | PA      | $27655.78     | 0.00%             | 2026-10-24      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187762.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $95.17        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $869.02       | 0.00%             | 2024-11-15      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182291.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       449 | PA      | $461.26       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3430 | PA      | $3292.57      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18717 | PA      | $11845.57     | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       977 | PA      | $957.44       | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1343 | PA      | $1254.75      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271180.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2491 | PA      | $2339.49      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $24.93        | 0.00%             | 2023-11-12      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5198220.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3003 | PA      | $2601.18      | 0.00%             | 2023-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183616976.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7035 | PA      | $7001.25      | 0.00%             | 2024-11-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036334.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $130.41       | 0.00%             | 2024-11-12      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221428.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8626 | PA      | $68.16        | 0.00%             | 2026-12-10      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5555350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3018 | PA      | $2819.91      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878010.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8623 | PA      | $8580.69      | 0.00%             | 2026-10-19      | Fixed         | 28.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218290.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $181.61       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5124670.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1750 | PA      | $1672.29      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.08         | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $279.42       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4664137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2149 | PA      | $683.29       | 0.00%             | 2023-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184279960.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21538 | PA      | $20697.10     | 0.00%             | 2024-12-31      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996448.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32624 | PA      | $32285.86     | 0.00%             | 2026-11-08      | Fixed         | 11.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10274873.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16192 | PA      | $16268.15     | 0.00%             | 2026-10-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184104646.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16153 | PA      | $15754.38     | 0.00%             | 2026-12-20      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $190.75       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182842810.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6043 | PA      | $5986.05      | 0.00%             | 2024-11-02      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $-9.86        | -0.00%            | 2024-11-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4639746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3776 | PA      | $1390.13      | 0.00%             | 2023-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4965308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $224.43       | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2054 | PA      | $891.84       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1648 | PA      | $1580.26      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5573177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $104.61       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1598463.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12747 | PA      | $12726.62     | 0.00%             | 2026-08-23      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137596.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6188 | PA      | $5919.77      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $351.80       | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855550.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4463 | PA      | $4249.37      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $57.34        | 0.00%             | 2023-11-25      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142241.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $402.25       | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7249 | PA      | $6948.48      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5811504.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64533 | PA      | $44254.47     | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154532.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $0.00         | 0.00%             | 2024-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850198.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9489 | PA      | $8352.45      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $271.96       | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991348273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $321.84       | 0.00%             | 2023-12-08      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2521 | PA      | $2411.11      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2695 | PA      | $2559.87      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302676.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1039 | PA      | $1046.22      | 0.00%             | 2024-12-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991346525.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $1049.58      | 0.00%             | 2024-12-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2639 | PA      | $2519.06      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183767102.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19911 | PA      | $15269.90     | 0.00%             | 2027-09-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1356992.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18240 | PA      | $1325.38      | 0.00%             | 2026-12-09      | Fixed         | 19.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23405 | PA      | $21956.51     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184924956.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17683 | PA      | $17162.16     | 0.00%             | 2027-01-16      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $0.00         | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4861902.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $435.27       | 0.00%             | 2023-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827975.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $385.95       | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3132D6B66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4920482 | PA      | $4489196.20   | 0.13%             | 2037-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877220.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1096 | PA      | $1085.08      | 0.00%             | 2024-10-19      | Fixed         | 29.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $-15.50       | -0.00%            | 2024-11-23      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184378148.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4711 | PA      | $4655.91      | 0.00%             | 2025-01-03      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.06        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935784.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       814 | PA      | $692.27       | 0.00%             | 2023-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $0.00         | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.50         | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991228476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $1207.81      | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                   | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   9500000 | PA      | $9743149.18   | 0.27%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163145010.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18136 | PA      | $17425.23     | 0.00%             | 2024-12-23      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073139.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5454 | PA      | $56.27        | 0.00%             | 2026-11-18      | Fixed         | 26.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991523409.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9376 | PA      | $6139.51      | 0.00%             | 2024-12-17      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215619.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1679 | PA      | $1653.37      | 0.00%             | 2025-05-09      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $28.47        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184125379.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12805 | PA      | $12259.36     | 0.00%             | 2024-12-16      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $103.04       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       793 | PA      | $776.99       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991075640.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $175.70       | 0.00%             | 2023-11-14      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $2229.78      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110086.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       791 | PA      | $787.12       | 0.00%             | 2024-11-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5643745.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9894 | PA      | $9624.33      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12259 | PA      | $11886.18     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182834096.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22375 | PA      | $21714.29     | 0.00%             | 2026-11-08      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7939 | PA      | $6080.44      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182455989.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6452 | PA      | $6413.77      | 0.00%             | 2024-10-19      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09788355.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39738 | PA      | $40433.91     | 0.00%             | 2026-08-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077041.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1188 | PA      | $1209.73      | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183929309.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13213 | PA      | $13096.53     | 0.00%             | 2024-12-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184090151.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22034 | PA      | $21824.62     | 0.00%             | 2024-12-31      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991350123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $237.60       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878098.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1045 | PA      | $1040.42      | 0.00%             | 2026-10-19      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134572.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30845 | PA      | $29547.27     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $130.53       | 0.00%             | 2023-11-15      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2538 | PA      | $1301.88      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $39.15        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991391181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $-10.11       | -0.00%            | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $215.85       | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5772 | PA      | $5502.24      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $305.31       | 0.00%             | 2024-11-10      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                     | Prosper Pass-Thru Trust III, Series 2020-PT3, Class A                              | CUSIP: 74360NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233498 | PA      | $221979.29    | 0.01%             | 2026-05-15      | Variable      | 19.75%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895484.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18352 | PA      | $17841.96     | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $77.81        | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $3.99         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222901.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $545.99       | 0.00%             | 2024-11-30      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089655.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $164.69       | 0.00%             | 2024-11-20      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624496.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3027 | PA      | $2933.50      | 0.00%             | 2024-09-22      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6006515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2461 | PA      | $2111.42      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619343.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8432 | PA      | $8360.75      | 0.00%             | 2026-08-25      | Fixed         | 16.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991051867.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.17        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4624 | PA      | $4263.42      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17885 | PA      | $15260.59     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6180648.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3704 | PA      | $3527.49      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5019634.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3553 | PA      | $3046.05      | 0.00%             | 2023-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876477.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2988 | PA      | $2972.43      | 0.00%             | 2026-10-19      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991300168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.80        | 0.00%             | 2024-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4900386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $350.27       | 0.00%             | 2023-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $109.65       | 0.00%             | 2024-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5092794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $1013.24      | 0.00%             | 2023-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6106300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1744 | PA      | $1674.06      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.89        | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $-10.62       | -0.00%            | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706082.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3491 | PA      | $3439.04      | 0.00%             | 2025-02-13      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991319463.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $266.07       | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $226.71       | 0.00%             | 2024-11-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08970713.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20578 | PA      | $20981.16     | 0.00%             | 2026-05-30      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5409740.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2469 | PA      | $2285.64      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09776164.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8752 | PA      | $8914.37      | 0.00%             | 2025-08-25      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4448 | PA      | $4319.36      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1501 | PA      | $1331.67      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5397498.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1983 | PA      | $1715.05      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.93        | 0.00%             | 2024-11-18      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648987.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6159 | PA      | $0.00         | 0.00%             | 2026-10-27      | Fixed         | 23.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878630.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1980 | PA      | $1959.22      | 0.00%             | 2024-10-19      | Fixed         | 21.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.24        | 0.00%             | 2023-12-15      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207072.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $90.99        | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1193 | PA      | $82.37        | 0.00%             | 2024-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950984.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36516 | PA      | $35120.09     | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183611465.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10358 | PA      | $10141.33     | 0.00%             | 2026-11-30      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $-7.80        | -0.00%            | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100376.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $298.14       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603823.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1683 | PA      | $1654.29      | 0.00%             | 2026-08-12      | Fixed         | 28.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $364.81       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2257 | PA      | $2163.66      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410942.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8106 | PA      | $7938.43      | 0.00%             | 2027-05-09      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991056457.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $781.59       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2365 | PA      | $1352.65      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991050337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $-9.37        | -0.00%            | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991342536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.32        | 0.00%             | 2024-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183828952.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5091 | PA      | $5051.53      | 0.00%             | 2024-12-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182784.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.40         | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991095899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $89.06        | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $414.69       | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $23.44        | 0.00%             | 2024-11-15      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       503 | PA      | $77.54        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183203230.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2234 | PA      | $0.00         | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $318.74       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5035962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $628.12       | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617302.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6528 | PA      | $6188.78      | 0.00%             | 2027-01-24      | Fixed         | 20.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1843265.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7430 | PA      | $7364.11      | 0.00%             | 2024-10-19      | Fixed         | 9.92%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2290 | PA      | $2208.09      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183499818.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33351 | PA      | $31917.69     | 0.00%             | 2026-11-26      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4684412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2706 | PA      | $468.69       | 0.00%             | 2023-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1608121.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13204 | PA      | $12740.61     | 0.00%             | 2026-08-13      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $97.80        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999097.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2639 | PA      | $2615.18      | 0.00%             | 2026-11-08      | Fixed         | 30.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.66        | 0.00%             | 2024-11-19      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $98.70        | 0.00%             | 2023-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919716.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1882 | PA      | $1836.83      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991051469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $51.20        | 0.00%             | 2023-11-12      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182926067.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21509 | PA      | $21177.28     | 0.00%             | 2026-11-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991248437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $7.90         | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991334231.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       781 | PA      | $784.60       | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       846 | PA      | $862.56       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133212.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       525 | PA      | $0.00         | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645047.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5497 | PA      | $5304.62      | 0.00%             | 2024-10-14      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10183 | PA      | $7271.08      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705855.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5766 | PA      | $5679.03      | 0.00%             | 2026-09-13      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166995526.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9210 | PA      | $8944.33      | 0.00%             | 2025-02-23      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $65.51        | 0.00%             | 2023-11-13      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998563.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2157 | PA      | $2139.75      | 0.00%             | 2026-11-08      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.07        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074701.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5293 | PA      | $5234.05      | 0.00%             | 2026-11-18      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289960.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4181 | PA      | $3909.78      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $167.93       | 0.00%             | 2023-12-10      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5543 | PA      | $5311.55      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183902344.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16363 | PA      | $15905.86     | 0.00%             | 2026-12-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09100185.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9140 | PA      | $9381.41      | 0.00%             | 2026-04-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $263.48       | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263923.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $93.46        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183746554.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4708 | PA      | $4573.48      | 0.00%             | 2026-12-03      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991271521.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.94         | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702795.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5432 | PA      | $5075.62      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5541253.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3575 | PA      | $3480.52      | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991495192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $1721.80      | 0.00%             | 2024-12-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $1305.80      | 0.00%             | 2024-11-27      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5805 | PA      | $5768.33      | 0.00%             | 2024-11-30      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183996173.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30605 | PA      | $29542.60     | 0.00%             | 2026-12-09      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08870804.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2018 | PA      | $2023.93      | 0.00%             | 2023-04-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025753.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10802 | PA      | $5162.88      | 0.00%             | 2023-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6354801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $878.64       | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.55        | 0.00%             | 2024-12-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4573 | PA      | $4191.47      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991387472.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $195.27       | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109649.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $80.55        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266274.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $143.83       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220747.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8666 | PA      | $4807.90      | 0.00%             | 2026-12-10      | Fixed         | 18.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706496.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10021 | PA      | $1408.19      | 0.00%             | 2024-09-13      | Fixed         | 12.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $18.37        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064005.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       841 | PA      | $836.17       | 0.00%             | 2024-11-14      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $153.22       | 0.00%             | 2023-12-01      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $62.76        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $206.92       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $17.21        | 0.00%             | 2024-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930417.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8819 | PA      | $8544.79      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $58.34        | 0.00%             | 2023-11-19      | Fixed         | 20.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5714621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26865 | PA      | $18525.58     | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6005612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2796 | PA      | $2662.58      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1786 | PA      | $1726.50      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $341.18       | 0.00%             | 2024-11-18      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991075795.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $76.63        | 0.00%             | 2024-11-15      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140620.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $14.29        | 0.00%             | 2023-11-24      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $12.56        | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991293990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.49        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991341179.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $3.24         | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25708036.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23601 | PA      | $22544.91     | 0.00%             | 2025-01-20      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1841 | PA      | $1776.56      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1616670.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2584 | PA      | $0.00         | 0.00%             | 2026-08-17      | Fixed         | 21.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10463368.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3659 | PA      | $3689.84      | 0.00%             | 2023-10-25      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616690.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $73.45        | 0.00%             | 2024-08-24      | Fixed         | 26.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182279442.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20191 | PA      | $19820.64     | 0.00%             | 2026-10-20      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6302101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3768 | PA      | $3533.61      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $93.54        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296X6Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8301 | PA      | $8547.73      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127094.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2781 | PA      | $2153.68      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880229.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1221 | PA      | $1214.88      | 0.00%             | 2026-10-19      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112640.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $394.86       | 0.00%             | 2024-11-24      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765446.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20202 | PA      | $11861.16     | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991349149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $183.15       | 0.00%             | 2023-12-02      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $24.09        | 0.00%             | 2023-11-28      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $1188.88      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6168584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $625.03       | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215136.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4340 | PA      | $4271.57      | 0.00%             | 2026-12-09      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5109955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $321.94       | 0.00%             | 2023-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $504.95       | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5965520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5206 | PA      | $5034.12      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6045560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1482 | PA      | $1419.32      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991313088.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $331.17       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071644.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5708 | PA      | $5686.45      | 0.00%             | 2026-11-18      | Fixed         | 25.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083189.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $102.83       | 0.00%             | 2023-11-08      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991300618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $325.71       | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837906.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3122 | PA      | $2971.09      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5749509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2137 | PA      | $1717.21      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $387.10       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5839791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8450 | PA      | $8165.18      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4548 | PA      | $4261.45      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $85.55        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1611972.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $754.33       | 0.00%             | 2024-08-23      | Fixed         | 28.72%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652378.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16885 | PA      | $16346.84     | 0.00%             | 2024-11-08      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202225.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $560.56       | 0.00%             | 2024-12-07      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146849.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $711.95       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Citigroup Capital XIII                                                          | Citigroup Capital XIII                                                             | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     93000 | NS      | $2670960.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359488.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $15.33        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       564 | PA      | $549.23       | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069907.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2936 | PA      | $2913.72      | 0.00%             | 2024-11-18      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6003509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30104 | PA      | $28595.17     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4591961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1638 | PA      | $452.51       | 0.00%             | 2023-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $334.99       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268256.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.19        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203194.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       368 | PA      | $0.28         | 0.00%             | 2024-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $471.38       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5582678.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1367 | PA      | $1208.16      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991287114.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $39.02        | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $0.00         | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09077004.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7706 | PA      | $7823.18      | 0.00%             | 2026-04-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183036723.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9621 | PA      | $9556.47      | 0.00%             | 2024-11-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181078.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2028-01-27      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $512.83       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $226.24       | 0.00%             | 2024-11-11      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183525639.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5120 | PA      | $5058.78      | 0.00%             | 2026-11-26      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31404DXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10886 | PA      | $11074.33     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074064.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1581 | PA      | $1573.28      | 0.00%             | 2026-11-18      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5155189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4157 | PA      | $3914.84      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991468736.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $5.94         | 0.00%             | 2023-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407951.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       707 | PA      | $701.60       | 0.00%             | 2024-12-17      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178189.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.46        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991319670.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $289.04       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279279.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $72.58        | 0.00%             | 2024-12-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079386.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.13        | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6176107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5103 | PA      | $4006.26      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  12580000 | PA      | $-1279073.71  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5086472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $958.69       | 0.00%             | 2023-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184027.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $205.63       | 0.00%             | 2024-11-23      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10260301.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4217 | PA      | $531.38       | 0.00%             | 2026-10-07      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10364110.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39484 | PA      | $40129.48     | 0.00%             | 2026-10-25      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628788.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1230 | PA      | $1207.40      | 0.00%             | 2024-09-23      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $0.28         | 0.00%             | 2027-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945750.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $554.03       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184412079.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7353 | PA      | $7272.29      | 0.00%             | 2025-01-06      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624733.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5402 | PA      | $5165.90      | 0.00%             | 2026-10-05      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163567.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2997 | PA      | $2073.47      | 0.00%             | 2024-11-25      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10623835.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4535 | PA      | $4563.80      | 0.00%             | 2023-11-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $318.09       | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $256.79       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3498 | PA      | $3325.87      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991040629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       961 | PA      | $66.46        | 0.00%             | 2024-11-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1359 | PA      | $1293.83      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6175457.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7575 | PA      | $6571.61      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $5.75         | 0.00%             | 2024-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31387QLL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1597 | PA      | $1654.54      | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08649324.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19578 | PA      | $19965.34     | 0.00%             | 2026-06-13      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10692601.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8269 | PA      | $8337.45      | 0.00%             | 2026-11-23      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.11        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $112.24       | 0.00%             | 2023-11-18      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407709.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $290.36       | 0.00%             | 2024-12-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2726 | PA      | $2641.81      | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123820.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $35.73        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171643853.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6463 | PA      | $6297.44      | 0.00%             | 2025-10-29      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940093.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2053 | PA      | $1968.16      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09814448.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27645 | PA      | $2237.39      | 0.00%             | 2026-08-13      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991319816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.55         | 0.00%             | 2028-02-28      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106881.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.26        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11753796.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13183 | PA      | $13141.99     | 0.00%             | 2027-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $318.14       | 0.00%             | 2024-11-25      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       315 | PA      | $305.70       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       836 | PA      | $792.65       | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182411428.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11767 | PA      | $11626.47     | 0.00%             | 2024-10-26      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6050979.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3302 | PA      | $2771.83      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $72.37        | 0.00%             | 2024-11-15      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184031238.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8469 | PA      | $8242.43      | 0.00%             | 2026-12-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5058343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       493 | PA      | $468.20       | 0.00%             | 2023-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5807 | PA      | $5365.46      | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216594.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $424.68       | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092934.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $65.81        | 0.00%             | 2024-11-19      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5320033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1596 | PA      | $1525.26      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706155.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3525 | PA      | $57.38        | 0.00%             | 2026-09-13      | Fixed         | 23.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6131543.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2033 | PA      | $1928.05      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909645.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7703 | PA      | $7352.04      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.95        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $170.11       | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218472.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1641 | PA      | $1617.93      | 0.00%             | 2026-12-09      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630930.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2522 | PA      | $2447.06      | 0.00%             | 2024-09-28      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183308830.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2482 | PA      | $2491.94      | 0.00%             | 2024-11-18      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705774.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6710 | PA      | $6666.97      | 0.00%             | 2026-09-13      | Fixed         | 24.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940550.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60757 | PA      | $55339.12     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178061.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $276.23       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269175.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $64.98        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133334.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       387 | PA      | $394.83       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183695657.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12649 | PA      | $12286.07     | 0.00%             | 2026-12-02      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $15.17        | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612696.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8890 | PA      | $8872.18      | 0.00%             | 2026-08-23      | Fixed         | 19.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136503.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.55        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1793637 | PA      | $1600468.14   | 0.05%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $5.26         | 0.00%             | 2024-11-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1205 | PA      | $1137.42      | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $258.66       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14915 | PA      | $13983.18     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991283781.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       419 | PA      | $428.14       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219250.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21875 | PA      | $21687.89     | 0.00%             | 2026-12-10      | Fixed         | 27.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991038867.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $855.68       | 0.00%             | 2023-11-12      | Fixed         | 24.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $410.98       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307940.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7538 | PA      | $6941.53      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $533.01       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       505 | PA      | $-29.38       | -0.00%            | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160766.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       967 | PA      | $9.64         | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991364192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $152.05       | 0.00%             | 2024-12-02      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702883.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17061 | PA      | $15946.20     | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220618.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35776 | PA      | $35411.09     | 0.00%             | 2026-12-10      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742351.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1573 | PA      | $1529.73      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990206.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2441 | PA      | $2412.30      | 0.00%             | 2024-11-08      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131436.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $76.85        | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617796.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2984 | PA      | $2980.55      | 0.00%             | 2026-08-24      | Fixed         | 31.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $187.75       | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4885937.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2665 | PA      | $1228.02      | 0.00%             | 2023-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073919.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2551 | PA      | $2537.05      | 0.00%             | 2026-11-18      | Fixed         | 21.16%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11793986.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12278 | PA      | $12461.25     | 0.00%             | 2027-02-12      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08684302.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28051 | PA      | $28410.49     | 0.00%             | 2026-07-08      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991352448.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $98.07        | 0.00%             | 2024-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.93        | 0.00%             | 2024-11-21      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08924285.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15214 | PA      | $15494.15     | 0.00%             | 2026-05-30      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299503.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $195.79       | 0.00%             | 2024-11-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121194.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $726.56       | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184065866.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8488 | PA      | $8245.72      | 0.00%             | 2024-12-23      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612948.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8498 | PA      | $8485.23      | 0.00%             | 2026-08-23      | Fixed         | 30.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2604 | PA      | $1966.35      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163751.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $212.02       | 0.00%             | 2024-11-14      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132194.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $523.82       | 0.00%             | 2024-11-08      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995576.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13077 | PA      | $12966.11     | 0.00%             | 2026-11-08      | Fixed         | 8.64%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145417.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2701 | PA      | $2169.20      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879737.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4501 | PA      | $4438.33      | 0.00%             | 2026-10-19      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $189.43       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37000000 | PA      | $35242500.00  | 0.99%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5173036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1377 | PA      | $471.39       | 0.00%             | 2023-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184199477.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3394 | PA      | $3306.56      | 0.00%             | 2026-12-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2183750.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6809 | PA      | $6714.32      | 0.00%             | 2026-12-10      | Fixed         | 17.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4916147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $164.06       | 0.00%             | 2023-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990513.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4105 | PA      | $4070.66      | 0.00%             | 2026-11-08      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174224259.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17422 | PA      | $16935.92     | 0.00%             | 2026-01-28      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08923668.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10503 | PA      | $10641.83     | 0.00%             | 2026-06-06      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991016366.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $566.28       | 0.00%             | 2023-11-09      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302811.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $19.89        | 0.00%             | 2023-06-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172772.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $134.68       | 0.00%             | 2024-11-25      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11329490.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8631 | PA      | $8621.81      | 0.00%             | 2027-01-03      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147511.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $102.76       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253679.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $259.71       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5127752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $189.53       | 0.00%             | 2023-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218034.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1251 | PA      | $1178.65      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5615562.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21741 | PA      | $21181.56     | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991421184.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $217.86       | 0.00%             | 2024-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| BlueMountain CLO Ltd.                                                           | BlueMountain CLO Ltd., Series 2018-1A, Class B                                     | CUSIP: 09629TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    272725 | PA      | $268036.15    | 0.01%             | 2030-07-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $214.24       | 0.00%             | 2024-12-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991311434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.40        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5412683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2207 | PA      | $2146.39      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.73        | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.14         | 0.00%             | 2024-11-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991484132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2450 | PA      | $2427.43      | 0.00%             | 2024-12-15      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954220.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11023 | PA      | $9645.38      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5761598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3197 | PA      | $3113.37      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991018613.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $72.29        | 0.00%             | 2023-11-09      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $90.75        | 0.00%             | 2023-11-18      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $89.67        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285798.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $369.12       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5119496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5401 | PA      | $4661.44      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150805.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $5.32         | 0.00%             | 2023-11-29      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5816829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45194 | PA      | $43892.15     | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1421 | PA      | $1499.93      | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998723.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $2551.48      | 0.00%             | 2026-11-08      | Fixed         | 23.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6894 | PA      | $6465.39      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279906.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $93.05        | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212215.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.45        | 0.00%             | 2023-11-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617370.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9005 | PA      | $9002.49      | 0.00%             | 2026-08-24      | Fixed         | 24.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197617.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $152.45       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125472.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $15.72        | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10450638.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11034 | PA      | $11190.72     | 0.00%             | 2025-10-18      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2678 | PA      | $2465.88      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991030107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1685 | PA      | $1756.20      | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131727.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1491 | PA      | $1505.76      | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $28.36        | 0.00%             | 2024-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.42         | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179754.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $0.00         | 0.00%             | 2027-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $1115.52      | 0.00%             | 2024-11-29      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $1277.09      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30429 | PA      | $29680.34     | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $838.75       | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184083997.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4760 | PA      | $1725.10      | 0.00%             | 2024-12-13      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852446.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7858 | PA      | $7347.62      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $81.53        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $136.73       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6251624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13620 | PA      | $12884.57     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119766.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $110.69       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10135702.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15872 | PA      | $16067.02     | 0.00%             | 2026-08-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877239.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4216 | PA      | $633.73       | 0.00%             | 2026-10-19      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995179.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $767.62       | 0.00%             | 2027-04-08      | Fixed         | 16.42%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680733.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7032 | PA      | $6810.24      | 0.00%             | 2026-12-17      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163764.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $124.94       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6144856.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3982 | PA      | $3742.85      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $37.80        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991432271.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $67.59        | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247033.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $670.19       | 0.00%             | 2024-11-19      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.51         | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991219493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $162.10       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4406 | PA      | $4300.39      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026281.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11391 | PA      | $10876.97     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.44         | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4277 | PA      | $2975.14      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991283370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $132.79       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6309000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2189 | PA      | $2023.17      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706652.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17120 | PA      | $16954.08     | 0.00%             | 2026-09-13      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $157.64       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681975.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3597 | PA      | $3509.38      | 0.00%             | 2024-12-21      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4839366.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11177 | PA      | $4096.36      | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158905.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       288 | PA      | $290.20       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216620.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $-1.52        | -0.00%            | 2024-11-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161778.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $493.68       | 0.00%             | 2024-11-14      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211762.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.98        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $276.85       | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6360303.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4120 | PA      | $3858.94      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991465738.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.57         | 0.00%             | 2024-12-19      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991368165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $98.93        | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124779.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $164.38       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $144.53       | 0.00%             | 2024-11-12      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $15.82        | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880426.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2117 | PA      | $86.32        | 0.00%             | 2024-10-19      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $74.22        | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991496207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $929.14       | 0.00%             | 2023-12-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5786888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $530.56       | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182956146.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12341 | PA      | $11886.67     | 0.00%             | 2026-11-03      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.12        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5609566.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4324 | PA      | $4212.69      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11789125.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31131 | PA      | $31581.74     | 0.00%             | 2026-12-29      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238366.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $-1.16        | -0.00%            | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016449.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16584 | PA      | $15863.93     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $72.41        | 0.00%             | 2023-11-11      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261528.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.40        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2211103.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10931 | PA      | $10821.24     | 0.00%             | 2026-12-10      | Fixed         | 13.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.98        | 0.00%             | 2024-11-23      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991235754.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $93.87        | 0.00%             | 2024-11-12      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $91.95        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998388.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1151 | PA      | $81.46        | 0.00%             | 2024-11-08      | Fixed         | 28.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5689054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1983 | PA      | $1813.59      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221612.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10344 | PA      | $10250.50     | 0.00%             | 2026-12-10      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064072.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $5.34         | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233145.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.44        | 0.00%             | 2023-11-30      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077563.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.12         | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5548517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       972 | PA      | $906.34       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5784689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2170 | PA      | $1639.49      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1597917.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3004 | PA      | $-1.04        | -0.00%            | 2027-01-24      | Fixed         | 26.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620409.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1129 | PA      | $1122.05      | 0.00%             | 2024-08-25      | Fixed         | 9.92%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204617.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       351 | PA      | $347.60       | 0.00%             | 2023-11-17      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5982142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $988.93       | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $4.33         | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1673 | PA      | $1544.36      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877226.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10754 | PA      | $10713.21     | 0.00%             | 2026-10-19      | Fixed         | 19.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213946.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $108.65       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184469259.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19499 | PA      | $19245.19     | 0.00%             | 2026-12-27      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2725 | PA      | $2590.03      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878336.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1472 | PA      | $1454.53      | 0.00%             | 2026-10-19      | Fixed         | 11.06%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11806256.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2773 | PA      | $2736.78      | 0.00%             | 2027-02-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215156.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5017 | PA      | $4962.18      | 0.00%             | 2024-12-09      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991316071.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.56        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.87        | 0.00%             | 2024-11-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216950.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       712 | PA      | $726.07       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 990915742.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.53        | 0.00%             | 2023-10-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615372.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11190 | PA      | $1718.51      | 0.00%             | 2026-08-24      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672062.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1257 | PA      | $1069.78      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102979.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $347.56       | 0.00%             | 2024-11-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207204.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $82.10        | 0.00%             | 2024-11-09      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5648057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2327 | PA      | $2180.60      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166787.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2741 | PA      | $2711.42      | 0.00%             | 2024-11-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173400785.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7006 | PA      | $6788.36      | 0.00%             | 2025-12-31      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184210526.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10109 | PA      | $10037.70     | 0.00%             | 2024-12-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Halcyon Loan Advisors Funding Ltd.                                              | Halcyon Loan Advisors Funding Ltd., Series 2018-1A, Class A2                       | CUSIP: 40538TAC7<br>LEI: 549300240JJHXVLBXB20 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4398115.65   | 0.12%             | 2031-07-21      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121284.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.02         | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1619947.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $1593.70      | 0.00%             | 2026-08-25      | Fixed         | 22.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8010 | PA      | $6962.65      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613927.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3246 | PA      | $956.13       | 0.00%             | 2024-08-24      | Fixed         | 20.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $280.80       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183582634.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3347 | PA      | $3223.70      | 0.00%             | 2024-12-08      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6239788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5590 | PA      | $5325.30      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12233402.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16006 | PA      | $16009.77     | 0.00%             | 2027-01-20      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $31.46        | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879233.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $673.04       | 0.00%             | 2024-10-19      | Fixed         | 26.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991282683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $60.70        | 0.00%             | 2024-11-23      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183869083.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6898 | PA      | $6843.78      | 0.00%             | 2024-12-15      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5612423.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1925 | PA      | $1862.45      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134792.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2785 | PA      | $2703.46      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4722407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $223.98       | 0.00%             | 2023-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991437838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5250 | PA      | $5217.05      | 0.00%             | 2024-12-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $8.16         | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09799620.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8185 | PA      | $8339.52      | 0.00%             | 2026-08-24      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $0.00         | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       885 | PA      | $72.13        | 0.00%             | 2024-11-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $89.45        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $1575.69      | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996092.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2751 | PA      | $390.28       | 0.00%             | 2027-04-08      | Fixed         | 29.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407213.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $126.30       | 0.00%             | 2023-12-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325434.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14337 | PA      | $8465.40      | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194541.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $139.87       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5651700.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3486 | PA      | $3131.37      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997243.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4189 | PA      | $4149.17      | 0.00%             | 2026-11-08      | Fixed         | 26.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705619.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $2103.05      | 0.00%             | 2026-09-13      | Fixed         | 26.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139016.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1387 | PA      | $1387.89      | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $37.90        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253023.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.88        | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200271.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $197.97       | 0.00%             | 2023-11-13      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991243673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       379 | PA      | $385.41       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5057271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $50.40        | 0.00%             | 2023-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.31         | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618227.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8891 | PA      | $8814.19      | 0.00%             | 2024-08-24      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1404 | PA      | $1396.79      | 0.00%             | 2024-11-28      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6200433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11072 | PA      | $10496.45     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270926.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $97.41        | 0.00%             | 2023-12-17      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705167.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1322 | PA      | $384.29       | 0.00%             | 2026-09-13      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285349.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $105.95       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5272 | PA      | $4846.90      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7627 | PA      | $7103.51      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $117.95       | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $93.41        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4857326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9351 | PA      | $6085.59      | 0.00%             | 2023-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5711380.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4460 | PA      | $4341.32      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5160411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1877 | PA      | $1833.44      | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192461.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2012 | PA      | $1549.84      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $14883515.63  | 0.42%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $76.61        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6206440.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7124 | PA      | $6751.00      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $337.25       | 0.00%             | 2024-11-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $772.50       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $70.96        | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32760 | PA      | $30759.66     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878816.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6696 | PA      | $6360.48      | 0.00%             | 2026-10-19      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09242266.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25656 | PA      | $25928.65     | 0.00%             | 2026-06-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183193558.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17026 | PA      | $16552.73     | 0.00%             | 2024-12-07      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128140.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $149.76       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841546.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $466.86       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $59.81        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08991587.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23582 | PA      | $1641.95      | 0.00%             | 2026-06-03      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991445457.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $-2.52        | -0.00%            | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5599130.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $1034.79      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5118308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6298 | PA      | $3383.14      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.06        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183769143.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4115 | PA      | $388.18       | 0.00%             | 2024-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.59        | 0.00%             | 2023-11-11      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31375BE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1301 | PA      | $1297.34      | 0.00%             | 2025-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5100786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       511 | PA      | $491.08       | 0.00%             | 2023-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5327455.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9909 | PA      | $9518.48      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814397.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14674 | PA      | $13779.88     | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991314226.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $1.01         | 0.00%             | 2027-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991455537.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $88.34        | 0.00%             | 2024-12-09      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5628883.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3202 | PA      | $3018.86      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6176336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2358 | PA      | $2242.38      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991093143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $209.76       | 0.00%             | 2023-11-18      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995006.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10566 | PA      | $10455.37     | 0.00%             | 2026-11-08      | Fixed         | 10.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $565.72       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155193.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $236.00       | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5971274.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29751 | PA      | $28605.61     | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18657 | PA      | $13785.20     | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991293396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.12        | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1881063.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6991 | PA      | $6642.78      | 0.00%             | 2026-10-19      | Fixed         | 25.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991511200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $86.36        | 0.00%             | 2023-12-19      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138632.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $113.57       | 0.00%             | 2024-11-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4660746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1640 | PA      | $701.40       | 0.00%             | 2023-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888048.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1109 | PA      | $1062.12      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $199.76       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618792.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $2823.80      | 0.00%             | 2026-08-25      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183339518.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6765 | PA      | $6723.03      | 0.00%             | 2024-11-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991020417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.04         | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5846231.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1150 | PA      | $1114.92      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4640261.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       612 | PA      | $168.75       | 0.00%             | 2023-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       413 | PA      | $307.30       | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651418.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1631 | PA      | $1566.22      | 0.00%             | 2026-11-05      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991231640.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $266.73       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614066.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4676 | PA      | $4675.01      | 0.00%             | 2026-08-24      | Fixed         | 29.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $14.69        | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183888494.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7946 | PA      | $7738.56      | 0.00%             | 2027-01-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991321882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       597 | PA      | $622.87       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161391.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $-0.13        | -0.00%            | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705287.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9274 | PA      | $9154.07      | 0.00%             | 2026-09-13      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $621.36       | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       388 | PA      | $26.77        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152275.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.08         | 0.00%             | 2023-11-29      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132728.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $272.09       | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6306503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14509 | PA      | $13605.76     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182487044.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10060 | PA      | $9729.58      | 0.00%             | 2024-11-16      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6179718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17075 | PA      | $16121.65     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $3.07         | 0.00%             | 2023-11-09      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12870 | PA      | $12120.03     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991288087.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $111.15       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991228699.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $483.65       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114305.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.56        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $191.22       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613954.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4884 | PA      | $4856.68      | 0.00%             | 2024-08-24      | Fixed         | 22.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6005806.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $1395.39      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618059.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3270 | PA      | $917.58       | 0.00%             | 2024-08-24      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183633965.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5178 | PA      | $5072.27      | 0.00%             | 2026-11-30      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777653.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10255 | PA      | $9845.01      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09811518.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21503 | PA      | $21915.95     | 0.00%             | 2026-08-27      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5776421.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3732 | PA      | $2715.68      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171036531.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $1373.55      | 0.00%             | 2023-10-18      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991074295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $219.05       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270194.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $102.79       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706178.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2904 | PA      | $2884.72      | 0.00%             | 2026-09-13      | Fixed         | 22.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991427426.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $1512.99      | 0.00%             | 2023-12-20      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991420297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.10        | 0.00%             | 2024-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4183 | PA      | $3902.55      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6688 | PA      | $6226.34      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140292.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9395 | PA      | $8282.77      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991228529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $239.72       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5223519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3629 | PA      | $3507.86      | 0.00%             | 2023-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182892987.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8117 | PA      | $8046.57      | 0.00%             | 2024-11-05      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $822.23       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185680.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $172.90       | 0.00%             | 2024-11-15      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $7.03         | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $163.62       | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032387.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6721 | PA      | $6390.54      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11785699.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13903 | PA      | $13908.30     | 0.00%             | 2027-02-05      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $-2.92        | -0.00%            | 2023-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $100.63       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $11.92        | 0.00%             | 2024-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128202.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $270.61       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991320351.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $21.99        | 0.00%             | 2024-12-17      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218087.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $7.48         | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267709.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $358.72       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16983 | PA      | $15877.89     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $12.74        | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $19.57        | 0.00%             | 2024-12-08      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985527.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2491 | PA      | $2362.42      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274807.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $23.61        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5751715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1332 | PA      | $1294.29      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215203.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $221.67       | 0.00%             | 2024-11-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $1043.44      | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.26        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6171656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8476 | PA      | $8071.41      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4334 | PA      | $3981.55      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182921780.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14043 | PA      | $13881.51     | 0.00%             | 2024-11-13      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994811.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8957 | PA      | $8810.35      | 0.00%             | 2026-11-08      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996179.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $429.09       | 0.00%             | 2024-11-08      | Fixed         | 8.33%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070094.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18161 | PA      | $1312.52      | 0.00%             | 2026-11-18      | Fixed         | 18.61%                | No            |                  3 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | Boardwalk Pipelines LP                                                             | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $5597473.25   | 0.16%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $503.41       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612460.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11816 | PA      | $11697.96     | 0.00%             | 2026-08-23      | Fixed         | 14.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $89.18        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991065584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $221.72       | 0.00%             | 2023-11-17      | Fixed         | 19.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074624.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1986 | PA      | $1977.06      | 0.00%             | 2024-11-18      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11253357.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14113 | PA      | $14282.34     | 0.00%             | 2025-12-20      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990855.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1305 | PA      | $66.70        | 0.00%             | 2024-11-08      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189750.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.61         | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $157.66       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744940.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7506 | PA      | $6299.06      | 0.00%             | 2024-01-27      | 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        |    152843 | PA      | $154611.98    | 0.00%             | 2024-11-25      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10516614.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18357 | PA      | $18682.64     | 0.00%             | 2026-10-29      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $320.61       | 0.00%             | 2024-11-19      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $124.22       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6073 | PA      | $5646.86      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075135.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2786 | PA      | $2774.29      | 0.00%             | 2027-04-18      | Fixed         | 32.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       503 | PA      | $493.30       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993881.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18218 | PA      | $9550.91      | 0.00%             | 2027-04-08      | Fixed         | 16.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989785.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11613 | PA      | $11504.69     | 0.00%             | 2026-11-08      | Fixed         | 23.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $1.37         | 0.00%             | 2027-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081268.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $127.83       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1881190.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $1293.21      | 0.00%             | 2026-10-19      | Fixed         | 29.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       771 | PA      | $756.57       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178511.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $229.36       | 0.00%             | 2024-11-29      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5412598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1281 | PA      | $1110.41      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184090113.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17785 | PA      | $17324.65     | 0.00%             | 2026-12-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184037141.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5102 | PA      | $5025.58      | 0.00%             | 2024-12-09      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5167589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1936 | PA      | $827.10       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215023.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7956 | PA      | $1081.93      | 0.00%             | 2026-12-09      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604114.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11484 | PA      | $11103.69     | 0.00%             | 2024-08-12      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184026094.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4821 | PA      | $4804.93      | 0.00%             | 2024-12-10      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186088.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.60        | 0.00%             | 2023-11-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183544070.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17065 | PA      | $16864.27     | 0.00%             | 2026-11-30      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $86.75        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1653053.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5706 | PA      | $5485.78      | 0.00%             | 2026-11-09      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7932 | PA      | $3124.75      | 0.00%             | 2023-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323235.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $429.54       | 0.00%             | 2024-12-10      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991398771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       300 | PA      | $300.61       | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $142.24       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31414TCN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120786 | PA      | $126487.06    | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9067 | PA      | $8566.46      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665921.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3617 | PA      | $3474.28      | 0.00%             | 2024-11-09      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612902.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12302 | PA      | $12294.56     | 0.00%             | 2026-08-23      | Fixed         | 24.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11397396.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7025 | PA      | $665.53       | 0.00%             | 2027-01-08      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732648.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20855 | PA      | $20132.77     | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6056444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $1990.13      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123984.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $771.18       | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182189422.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6617 | PA      | $6541.87      | 0.00%             | 2024-10-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5099132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37847 | PA      | $11506.54     | 0.00%             | 2023-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.85        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173993696.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13985 | PA      | $14078.20     | 0.00%             | 2024-01-28      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2327 | PA      | $1874.21      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.56         | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991228271.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $97.06        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2000015.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       747 | PA      | $737.40       | 0.00%             | 2025-09-08      | Fixed         | 20.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6169661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11368 | PA      | $10546.41     | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6033365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66349 | PA      | $52864.87     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081186.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $1821.34      | 0.00%             | 2024-11-14      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116196.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $827.19       | 0.00%             | 2024-11-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184111504.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8424 | PA      | $8355.38      | 0.00%             | 2024-12-14      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617191.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1138 | PA      | $1116.59      | 0.00%             | 2025-06-24      | Fixed         | 30.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157101.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $719.82       | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Exelon Corp.                                                                    | Exelon Corp.                                                                       | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8095912.78   | 0.23%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5802631.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8004 | PA      | $7716.38      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $453.61       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7691 | PA      | $7410.84      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996177.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2005 | PA      | $-15.39       | -0.00%            | 2024-11-08      | Fixed         | 29.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $312.03       | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5836490.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2388 | PA      | $2319.64      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169205.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2147 | PA      | $2175.20      | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4309 | PA      | $4006.14      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064475.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $401.97       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12151284.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17286 | PA      | $17390.02     | 0.00%             | 2027-01-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5776804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8667 | PA      | $8228.56      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183985034.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8244 | PA      | $6208.48      | 0.00%             | 2025-06-13      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4577 | PA      | $3773.26      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183042.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $268.88       | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8254 | PA      | $7889.47      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.54        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407FN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79635 | PA      | $81053.59     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4449 | PA      | $2090.55      | 0.00%             | 2023-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991372106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $0.00         | 0.00%             | 2024-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1704992.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1697 | PA      | $1686.18      | 0.00%             | 2026-09-13      | Fixed         | 27.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $140.52       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037464.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       744 | PA      | $710.12       | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170505.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.57        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182261797.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22180 | PA      | $18010.08     | 0.00%             | 2027-03-14      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8366 | PA      | $8080.44      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071590.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5824 | PA      | $5759.18      | 0.00%             | 2026-11-18      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036275.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $115.59       | 0.00%             | 2024-11-11      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991040917.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $151.22       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991363259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $83.79        | 0.00%             | 2023-12-20      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615656.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2798 | PA      | $2776.65      | 0.00%             | 2024-08-24      | Fixed         | 19.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10195837.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13862 | PA      | $14050.12     | 0.00%             | 2026-10-02      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       821 | PA      | $750.11       | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181823934.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9773 | PA      | $9613.02      | 0.00%             | 2024-10-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182663344.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15706 | PA      | $14806.25     | 0.00%             | 2026-11-16      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184283229.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13131 | PA      | $12510.61     | 0.00%             | 2027-01-01      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183205988.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31788 | PA      | $5846.34      | 0.00%             | 2026-11-17      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3095 | PA      | $2966.90      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12213071.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35808 | PA      | $3872.47      | 0.00%             | 2027-04-13      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991254102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $82.22        | 0.00%             | 2023-11-25      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10769646.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20663 | PA      | $20956.12     | 0.00%             | 2026-11-18      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $83.41        | 0.00%             | 2023-11-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991355941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1089 | PA      | $1080.58      | 0.00%             | 2024-11-28      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 35 Ltd.                                             | Octagon Investment Partners 35 Ltd., Series 2018-1A, Class A1B                     | CUSIP: 67591TAC4<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |   3325000 | PA      | $3222299.95   | 0.09%             | 2031-01-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991066846.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $376.85       | 0.00%             | 2024-11-11      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $138.21       | 0.00%             | 2024-11-22      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991257388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $6.40         | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11751019.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4636 | PA      | $4636.49      | 0.00%             | 2026-02-05      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $1858.22      | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12264916.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12669 | PA      | $12843.75     | 0.00%             | 2027-01-28      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705022.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6669 | PA      | $6622.03      | 0.00%             | 2026-09-13      | Fixed         | 32.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955112.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4205 | PA      | $2653.41      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182884975.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17310 | PA      | $6215.73      | 0.00%             | 2024-11-03      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5758227.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1510.39      | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $178.64       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107099.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.14        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $57.07        | 0.00%             | 2023-11-27      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09352425.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23505 | PA      | $23876.28     | 0.00%             | 2026-05-28      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13488 | PA      | $13136.00     | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174239289.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1476 | PA      | $189.74       | 0.00%             | 2024-01-29      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115731.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $544.94       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $382.49       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151289.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $182.71       | 0.00%             | 2024-11-21      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $0.00         | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $407.01       | 0.00%             | 2023-11-18      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160218.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $435.12       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5200668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5903 | PA      | $5503.83      | 0.00%             | 2023-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122562.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $169.34       | 0.00%             | 2023-11-25      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.10         | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1891 | PA      | $1795.81      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $118.70       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.66        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214317.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3400 | PA      | $3342.06      | 0.00%             | 2026-12-09      | Fixed         | 25.17%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183797655.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13030 | PA      | $12796.52     | 0.00%             | 2025-01-04      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184051343.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15946 | PA      | $15988.30     | 0.00%             | 2026-12-13      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125041.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $155.08       | 0.00%             | 2024-11-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098885.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $0.27         | 0.00%             | 2027-12-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180960.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $302.63       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10567121.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17202 | PA      | $17454.17     | 0.00%             | 2025-10-20      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173310.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $83.40        | 0.00%             | 2024-11-20      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6221528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13123 | PA      | $12251.98     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991334924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1127 | PA      | $1170.26      | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21472 | PA      | $20444.34     | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24414523.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10221 | PA      | $10430.12     | 0.00%             | 2025-01-15      | Fixed         | 28.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $408.07       | 0.00%             | 2024-12-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $61.60        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1410302.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4467 | PA      | $4428.38      | 0.00%             | 2024-07-09      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5546534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $651.33       | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1991 | PA      | $1029.34      | 0.00%             | 2023-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $673.06       | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.54        | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09232273.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31701 | PA      | $32044.96     | 0.00%             | 2026-05-03      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124386.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $246.41       | 0.00%             | 2024-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074755.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1765 | PA      | $1756.88      | 0.00%             | 2026-11-18      | Fixed         | 28.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217014.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2982 | PA      | $1758.92      | 0.00%             | 2027-05-09      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2407 | PA      | $2387.45      | 0.00%             | 2024-11-10      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147206.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $254.78       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3301 | PA      | $2736.29      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $70.46        | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932800.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6115 | PA      | $5866.50      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2067875.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1234 | PA      | $1229.33      | 0.00%             | 2026-11-18      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877179.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16860 | PA      | $16794.38     | 0.00%             | 2026-10-19      | Fixed         | 24.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215225.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $94.15        | 0.00%             | 2023-11-25      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6250214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16291 | PA      | $15411.08     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09358023.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21764 | PA      | $22117.48     | 0.00%             | 2026-07-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31389YAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       383 | PA      | $396.79       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11128695.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6342 | PA      | $6437.36      | 0.00%             | 2027-01-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991427458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.50         | 0.00%             | 2028-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991246597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $43.47        | 0.00%             | 2024-11-30      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881217.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4755 | PA      | $4697.55      | 0.00%             | 2026-10-19      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6041731.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $518.98       | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183835868.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7087 | PA      | $7074.07      | 0.00%             | 2024-12-07      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $3.55         | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212667.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1321 | PA      | $1315.64      | 0.00%             | 2024-11-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612126.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3863 | PA      | $3846.83      | 0.00%             | 2026-08-23      | Fixed         | 32.02%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613529.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4959 | PA      | $4785.66      | 0.00%             | 2024-08-13      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016198.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1402 | PA      | $1323.64      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991281331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $262.88       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611571.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6025 | PA      | $5898.22      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $76.50        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5671745.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $72.55        | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $237.38       | 0.00%             | 2024-11-29      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879966.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8151 | PA      | $8053.15      | 0.00%             | 2026-10-19      | Fixed         | 14.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992632.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4372 | PA      | $4323.70      | 0.00%             | 2026-11-08      | Fixed         | 10.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $1004.98      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991328367.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $258.06       | 0.00%             | 2024-12-20      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218511.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6582 | PA      | $3910.58      | 0.00%             | 2026-12-09      | Fixed         | 26.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234615.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $59.81        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4269 | PA      | $4063.34      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991260.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11048 | PA      | $10882.36     | 0.00%             | 2024-11-08      | Fixed         | 20.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991433211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.70        | 0.00%             | 2024-12-16      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171045369.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6462 | PA      | $6272.06      | 0.00%             | 2025-10-07      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012333.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1065 | PA      | $983.29       | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991343324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.24        | 0.00%             | 2024-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6022 | PA      | $5146.96      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991344560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $49.14        | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208660.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $163.12       | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $927.57       | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4991320.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2772 | PA      | $1773.80      | 0.00%             | 2023-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $1206.88      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991410096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $12.54        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $462.61       | 0.00%             | 2023-12-01      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Georgia Power Co.                                                               | Georgia Power Co.                                                                  | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8113123.53   | 0.23%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217421.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       719 | PA      | $727.74       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9004 | PA      | $8727.94      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4667 | PA      | $4541.74      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1382 | PA      | $180.14       | 0.00%             | 2024-11-28      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182923608.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4843 | PA      | $0.00         | 0.00%             | 2024-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5263791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3004 | PA      | $2180.56      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991231769.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4148 | PA      | $4129.07      | 0.00%             | 2024-11-28      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112305.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $12.69        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $113.70       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830423.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11928 | PA      | $11497.84     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991383439.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $188.60       | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1465 | PA      | $119.62       | 0.00%             | 2024-11-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6591 | PA      | $5847.64      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09356867.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33191 | PA      | $33520.42     | 0.00%             | 2025-01-08      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222124.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       600 | PA      | $589.55       | 0.00%             | 2026-12-10      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5965218.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7666 | PA      | $7416.37      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648657.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12165 | PA      | $11742.73     | 0.00%             | 2026-10-27      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880709.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5843 | PA      | $5774.97      | 0.00%             | 2026-10-19      | Fixed         | 20.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5270406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $762.04       | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184230024.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11050 | PA      | $10967.58     | 0.00%             | 2024-12-16      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184069276.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24104 | PA      | $23327.54     | 0.00%             | 2026-12-20      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991325045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $101.24       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1160 | PA      | $1092.10      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217504.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $128.05       | 0.00%             | 2023-11-10      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255199.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $1488.99      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $41.70        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154366.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10432 | PA      | $9228.70      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76800000 | PA      | $75145499.90  | 2.12%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4864 | PA      | $3563.28      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174605.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1046 | PA      | $1070.07      | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2910 | PA      | $2667.81      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124823.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $501.20       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16709 | PA      | $14825.55     | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103505.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       466 | PA      | $476.76       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $4.02         | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4641063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $286.45       | 0.00%             | 2023-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187993.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $452.71       | 0.00%             | 2024-11-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618777.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13327 | PA      | $13291.43     | 0.00%             | 2026-08-25      | Fixed         | 29.12%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184046212.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2726 | PA      | $2708.10      | 0.00%             | 2024-12-26      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.16         | 0.00%             | 2023-11-23      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2200 | PA      | $2046.62      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $264.71       | 0.00%             | 2024-11-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098956.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $-15.59       | -0.00%            | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5131624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6947 | PA      | $6658.27      | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235240.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14740 | PA      | $14108.76     | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11332983.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12947 | PA      | $12941.54     | 0.00%             | 2027-01-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219110.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5163 | PA      | $5109.54      | 0.00%             | 2024-12-10      | Fixed         | 14.72%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1608338.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7608 | PA      | $1015.46      | 0.00%             | 2026-08-20      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2860 | PA      | $2564.11      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09363228.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9765 | PA      | $9687.32      | 0.00%             | 2026-07-07      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3814 | PA      | $3643.69      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $883.58       | 0.00%             | 2024-03-07      | 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        |     75681 | PA      | $46107.27     | 0.00%             | 2038-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117895.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $8.73         | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $1923.57      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289920.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $338.29       | 0.00%             | 2024-12-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705494.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8658 | PA      | $5139.91      | 0.00%             | 2026-09-13      | Fixed         | 29.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118204.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.35         | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6239301.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5663 | PA      | $5340.72      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991383946.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $581.21       | 0.00%             | 2024-12-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226691.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $292.62       | 0.00%             | 2026-12-09      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $25.19        | 0.00%             | 2023-11-13      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182309932.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6917 | PA      | $5452.40      | 0.00%             | 2024-10-17      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706922.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24491 | PA      | $24331.68     | 0.00%             | 2024-09-13      | Fixed         | 15.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $94.58        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5291276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $353.14       | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       543 | PA      | $541.39       | 0.00%             | 2024-11-19      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5080 | PA      | $4682.60      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221286.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4260 | PA      | $4202.77      | 0.00%             | 2024-12-10      | Fixed         | 22.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302932.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $-0.65        | -0.00%            | 2023-12-17      | Fixed         | 19.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991332722.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $0.00         | 0.00%             | 2024-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5170826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3602 | PA      | $3085.57      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.10        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1610809.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $2358.84      | 0.00%             | 2026-08-23      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991455918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       585 | PA      | $589.50       | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1208 | PA      | $1014.07      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6056524.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13247 | PA      | $12792.60     | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991095845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $199.22       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098231.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $2.41         | 0.00%             | 2028-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09045278.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9358 | PA      | $9513.12      | 0.00%             | 2026-06-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $365.85       | 0.00%             | 2024-12-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4890950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       986 | PA      | $895.49       | 0.00%             | 2023-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31405G5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       959 | PA      | $977.48       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.63        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177091.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       793 | PA      | $810.08       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $47.97        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $229.40       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $378.76       | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4885699.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1137 | PA      | $801.21       | 0.00%             | 2023-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309900.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $34.87        | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111004.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.50         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6194226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4800 | PA      | $4592.61      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5784888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3034 | PA      | $2647.96      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210059.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.19        | 0.00%             | 2024-11-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183872755.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7426 | PA      | $1349.85      | 0.00%             | 2024-12-07      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991351009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.77         | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116514.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.70        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $1725.31      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851216.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7669 | PA      | $6882.32      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5583773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       962 | PA      | $866.85       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3771 | PA      | $3603.11      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10475943.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32570 | PA      | $33110.05     | 0.00%             | 2026-10-25      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5967014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2337 | PA      | $2253.17      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991332222.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $113.68       | 0.00%             | 2023-12-13      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892907.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2548 | PA      | $1447.02      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6286554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7258 | PA      | $6766.80      | 0.00%             | 2024-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.77        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6240214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30950 | PA      | $28695.31     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222559.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $225.52       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1992839.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4382 | PA      | $4348.60      | 0.00%             | 2026-11-08      | Fixed         | 29.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.91        | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182954228.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22377 | PA      | $21653.96     | 0.00%             | 2026-11-18      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $31.37        | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991073502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $349.92       | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991293437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $216.64       | 0.00%             | 2024-11-28      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5515632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $741.17       | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143196.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $277.73       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5083579.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1962 | PA      | $1856.35      | 0.00%             | 2023-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1621070.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22794 | PA      | $22633.36     | 0.00%             | 2026-08-25      | Fixed         | 8.80%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5726 | PA      | $5459.52      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $24.61        | 0.00%             | 2024-11-21      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       459 | PA      | $410.17       | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6281173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4982 | PA      | $4656.82      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4581962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1804 | PA      | $335.09       | 0.00%             | 2023-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5454245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3679 | PA      | $3525.78      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646081.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8684 | PA      | $8400.50      | 0.00%             | 2024-10-28      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5232775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $708.89       | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1247 | PA      | $1148.62      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.82         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089256.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.51        | 0.00%             | 2024-11-12      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1234 | PA      | $1181.01      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183415342.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25710 | PA      | $24451.72     | 0.00%             | 2026-12-07      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31413FGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339660 | PA      | $357618.38    | 0.01%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217964.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5606 | PA      | $5555.23      | 0.00%             | 2026-12-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284091.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $94.31        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844723.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1054 | PA      | $495.54       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2914 | PA      | $2701.65      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09708653.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17013 | PA      | $17235.10     | 0.00%             | 2025-10-01      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5054 | PA      | $4806.43      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101652.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $80.84        | 0.00%             | 2023-11-13      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140XGEC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    882296 | PA      | $803174.46    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588270.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $385.08       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $344.66       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5027449.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3136 | PA      | $1638.98      | 0.00%             | 2023-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214205.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.89        | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09717698.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17054 | PA      | $17248.93     | 0.00%             | 2026-07-03      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991313472.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $412.36       | 0.00%             | 2024-12-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991375810.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $89.65        | 0.00%             | 2024-12-16      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $73.86        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6066355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28846 | PA      | $27556.74     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6004946.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2796 | PA      | $2615.91      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184016559.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4396 | PA      | $4325.73      | 0.00%             | 2024-12-16      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $236.16       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8248 | PA      | $8010.64      | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $33.90        | 0.00%             | 2024-11-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035360.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1953 | PA      | $1696.73      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878828.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8724 | PA      | $8286.07      | 0.00%             | 2026-10-19      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613769.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3976 | PA      | $3930.90      | 0.00%             | 2026-08-24      | Fixed         | 16.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $258.26       | 0.00%             | 2023-12-09      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.94        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10714394.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24126 | PA      | $24458.34     | 0.00%             | 2026-11-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991397440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $25.66        | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6954 | PA      | $6736.50      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10568969.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32441 | PA      | $32898.76     | 0.00%             | 2026-10-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $515.85       | 0.00%             | 2024-11-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133644.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       413 | PA      | $409.49       | 0.00%             | 2023-11-19      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $1247.40      | 0.00%             | 2024-11-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627997.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1644 | PA      | $785.56       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $7.85         | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184427346.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24019 | PA      | $23709.84     | 0.00%             | 2026-12-23      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $367.77       | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4861917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9005 | PA      | $3742.13      | 0.00%             | 2023-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991256.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18993 | PA      | $18845.23     | 0.00%             | 2026-11-08      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184248806.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23903 | PA      | $23303.81     | 0.00%             | 2026-12-17      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184056742.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12649 | PA      | $12315.72     | 0.00%             | 2026-12-13      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       696 | PA      | $682.51       | 0.00%             | 2024-11-30      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878015.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       636 | PA      | $631.82       | 0.00%             | 2024-10-19      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9943 | PA      | $9530.38      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155648.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $98.95        | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991237671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $149.75       | 0.00%             | 2024-11-23      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991049412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.43        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057701.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       472 | PA      | $496.30       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $922.32       | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943436.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $1472.14      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186061.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $355.42       | 0.00%             | 2024-11-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876404.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1708 | PA      | $1699.16      | 0.00%             | 2026-10-19      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880944.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4566 | PA      | $4551.80      | 0.00%             | 2024-10-19      | Fixed         | 20.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6566 | PA      | $5869.86      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011957.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2106 | PA      | $2021.38      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Commonwealth Edison Co.                                                         | Commonwealth Edison Co.                                                            | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    700000 | PA      | $817039.33    | 0.02%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268204.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1017 | PA      | $934.85       | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187403.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $49.34        | 0.00%             | 2023-11-15      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137652.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $95.85        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183882038.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24821 | PA      | $24381.41     | 0.00%             | 2026-12-07      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991300398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $435.30       | 0.00%             | 2024-12-18      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5218 | PA      | $5124.81      | 0.00%             | 2024-11-28      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $738.73       | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183274263.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17001 | PA      | $16527.71     | 0.00%             | 2026-11-16      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222012.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3037 | PA      | $3010.25      | 0.00%             | 2026-12-10      | Fixed         | 21.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112071.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $325.87       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10235883.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13064 | PA      | $13226.55     | 0.00%             | 2026-10-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223372.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $14.70        | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1992613.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22035 | PA      | $21833.24     | 0.00%             | 2026-11-08      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6181234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13346 | PA      | $12580.07     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12119669.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4993 | PA      | $5037.81      | 0.00%             | 2024-03-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147562.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2714 | PA      | $2605.72      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2259 | PA      | $1645.52      | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4713712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $121.39       | 0.00%             | 2023-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09303638.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30356 | PA      | $30426.33     | 0.00%             | 2026-07-12      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4425 | PA      | $4191.77      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991348928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $393.23       | 0.00%             | 2024-12-12      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23843578.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $19.89        | 0.00%             | 2027-10-24      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       323 | PA      | $323.18       | 0.00%             | 2024-11-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10203250.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12673 | PA      | $12859.44     | 0.00%             | 2025-08-17      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220004.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4603 | PA      | $623.67       | 0.00%             | 2026-12-10      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                                | Country Garden Holdings Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |   3200000 | PA      | $2456000.00   | 0.07%             | 2026-04-08      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183955270.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1735 | PA      | $1719.09      | 0.00%             | 2024-12-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769692.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $837.77       | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $70.30        | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $22.38        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991219825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.77        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166868646.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $2377.52      | 0.00%             | 2025-02-18      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $363.03       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5136077.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2504 | PA      | $2400.10      | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1637628.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6688 | PA      | $6649.57      | 0.00%             | 2024-09-28      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180677.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $0.00         | 0.00%             | 2024-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5130332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5000 | PA      | $4704.98      | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308020.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $0.00         | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991397136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.70        | 0.00%             | 2023-12-13      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705970.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3395 | PA      | $3370.45      | 0.00%             | 2026-09-13      | Fixed         | 29.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11242 | PA      | $10820.20     | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09799095.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4304 | PA      | $4303.06      | 0.00%             | 2024-08-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $985.88       | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6131530.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1061 | PA      | $909.12       | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183359968.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18458 | PA      | $18049.10     | 0.00%             | 2026-11-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182921002.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11291 | PA      | $11100.81     | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6248727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22468 | PA      | $21446.10     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4622664.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3107 | PA      | $547.10       | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184447670.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6874 | PA      | $6834.71      | 0.00%             | 2024-12-27      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09078022.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16769 | PA      | $17065.33     | 0.00%             | 2026-06-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6310518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14389 | PA      | $13374.57     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183576479.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20403 | PA      | $19852.03     | 0.00%             | 2026-12-09      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2190 | PA      | $2194.34      | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10746117.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14051 | PA      | $14250.11     | 0.00%             | 2025-12-26      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995398.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2247 | PA      | $2229.55      | 0.00%             | 2026-11-08      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5750409.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4449 | PA      | $4278.96      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10718831.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23552 | PA      | $23575.27     | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1989573.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $1014.69      | 0.00%             | 2024-11-08      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.51        | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1601279.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1373 | PA      | $1361.44      | 0.00%             | 2025-06-25      | Fixed         | 28.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5073 | PA      | $3936.68      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       802 | PA      | $822.87       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705591.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3640 | PA      | $3602.87      | 0.00%             | 2024-09-13      | Fixed         | 23.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841227.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4683 | PA      | $4496.64      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741580.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       905 | PA      | $881.42       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883792.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $717.09       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08914897.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12334 | PA      | $12551.76     | 0.00%             | 2025-05-29      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       699 | PA      | $688.08       | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12263763.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31117 | PA      | $30686.44     | 0.00%             | 2027-03-01      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183417393.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20080 | PA      | $19348.97     | 0.00%             | 2026-11-22      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $242.39       | 0.00%             | 2023-11-27      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.74        | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $167.47       | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659127.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16814 | PA      | $15994.96     | 0.00%             | 2026-11-20      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $59.91        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091528.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $278.72       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214024.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5097 | PA      | $1469.77      | 0.00%             | 2026-12-09      | Fixed         | 26.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6175540.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2327 | PA      | $1657.20      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183874898.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22027 | PA      | $22034.12     | 0.00%             | 2026-12-07      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201692.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $103.80       | 0.00%             | 2024-11-29      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4194 | PA      | $3817.79      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $286.06       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5587867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2172 | PA      | $1255.91      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5210624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       801 | PA      | $285.56       | 0.00%             | 2023-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215937.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $560.06       | 0.00%             | 2024-11-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072150.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25664 | PA      | $24146.52     | 0.00%             | 2026-11-18      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09010521.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12662 | PA      | $12869.53     | 0.00%             | 2026-06-04      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115007.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $308.33       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715810.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6659 | PA      | $6242.77      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6300619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2156 | PA      | $2003.54      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6141438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19153 | PA      | $18063.18     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285204.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1495 | PA      | $1378.41      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877532.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $2033.32      | 0.00%             | 2024-10-19      | Fixed         | 24.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878152.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1959 | PA      | $1943.64      | 0.00%             | 2026-10-19      | Fixed         | 7.43%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990825.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2655 | PA      | $2634.92      | 0.00%             | 2024-11-08      | Fixed         | 15.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990488.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9079 | PA      | $8979.53      | 0.00%             | 2024-11-08      | Fixed         | 10.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       690 | PA      | $0.00         | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $201.41       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989940.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2298 | PA      | $2273.93      | 0.00%             | 2026-11-08      | Fixed         | 12.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706959.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1313 | PA      | $1302.20      | 0.00%             | 2024-09-13      | Fixed         | 28.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       579 | PA      | $44.50        | 0.00%             | 2024-11-28      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286291.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $385.94       | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991341808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $289.59       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6048232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4495 | PA      | $4276.75      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6170894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2281 | PA      | $2164.98      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5654085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31740 | PA      | $30718.13     | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $93.88        | 0.00%             | 2024-11-12      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219936.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9857 | PA      | $9722.48      | 0.00%             | 2026-12-10      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184249796.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13580 | PA      | $13290.43     | 0.00%             | 2026-12-28      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174310.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $193.22       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991090708.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $247.88       | 0.00%             | 2024-11-11      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $127.52       | 0.00%             | 2023-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991349664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $187.31       | 0.00%             | 2024-12-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1615146.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1208 | PA      | $1182.50      | 0.00%             | 2024-08-13      | Fixed         | 20.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216936.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4635 | PA      | $-34.16       | -0.00%            | 2026-12-09      | Fixed         | 28.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.52        | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680709.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16509 | PA      | $15912.06     | 0.00%             | 2026-12-17      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5440393.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $109.66       | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705418.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5998 | PA      | $865.39       | 0.00%             | 2026-09-13      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5048228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       535 | PA      | $267.97       | 0.00%             | 2023-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11390583.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45935 | PA      | $14646.83     | 0.00%             | 2027-01-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5318154.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1902 | PA      | $1393.13      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233241.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $195.60       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183473491.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26135 | PA      | $4691.90      | 0.00%             | 2024-11-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991248643.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2222 | PA      | $2255.37      | 0.00%             | 2024-12-13      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092687.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $146.15       | 0.00%             | 2024-11-17      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.34        | 0.00%             | 2023-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27932 | PA      | $26646.43     | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198524.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       923 | PA      | $63.85        | 0.00%             | 2024-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $203.51       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026096.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13495 | PA      | $13056.11     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $101.23       | 0.00%             | 2023-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $482.93       | 0.00%             | 2024-11-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991227461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $239.71       | 0.00%             | 2024-11-19      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991294425.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.37        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174118594.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5946 | PA      | $5827.67      | 0.00%             | 2024-01-26      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2284 | PA      | $2102.48      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159179.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $398.16       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991324499.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.18         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5479821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7083 | PA      | $4010.02      | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $86.39        | 0.00%             | 2023-11-22      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $239.93       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071958.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2910 | PA      | $2887.66      | 0.00%             | 2024-11-18      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5289915.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4623 | PA      | $4338.41      | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1611989.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1710.25      | 0.00%             | 2024-08-23      | Fixed         | 12.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081249.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $124.58       | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123695.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $413.67       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929037.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2169 | PA      | $2078.11      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880563.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2362 | PA      | $2353.36      | 0.00%             | 2026-10-19      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $178.06       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183150801.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6765 | PA      | $6716.47      | 0.00%             | 2024-11-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291385.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6839 | PA      | $6353.58      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $207.30       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4775 | PA      | $4614.53      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991474.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5172 | PA      | $5131.30      | 0.00%             | 2026-11-08      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333109.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19339 | PA      | $19366.36     | 0.00%             | 2027-01-03      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1591289.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2821 | PA      | $2816.80      | 0.00%             | 2026-08-24      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174051.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1943 | PA      | $291.16       | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036490.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       938 | PA      | $64.87        | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6183074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3349 | PA      | $2975.68      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991325948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.83        | 0.00%             | 2023-12-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.90        | 0.00%             | 2023-12-08      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $114.55       | 0.00%             | 2024-11-22      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138758.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $334.56       | 0.00%             | 2023-11-27      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216039.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4229 | PA      | $4168.47      | 0.00%             | 2026-12-09      | Fixed         | 16.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308692.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3471 | PA      | $3234.79      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $5.21         | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $15.23        | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990465.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5052 | PA      | $4979.03      | 0.00%             | 2026-11-08      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255779.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $91.27        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359235.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $9.05         | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $74.81        | 0.00%             | 2023-11-27      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6139609.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10785 | PA      | $8647.22      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152381.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $157.91       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991065102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       444 | PA      | $442.36       | 0.00%             | 2024-11-10      | Fixed         | 15.97%                | 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        |    514571 | PA      | $506377.92    | 0.01%             | 2026-03-15      | Variable      | 15.36%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24453 | PA      | $22120.92     | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991248124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $153.42       | 0.00%             | 2024-12-13      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5316459.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $767.65       | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611958.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9017 | PA      | $8924.31      | 0.00%             | 2026-08-23      | Fixed         | 16.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219847.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5293 | PA      | $5255.43      | 0.00%             | 2026-12-10      | Fixed         | 28.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991449829.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $151.42       | 0.00%             | 2024-12-18      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991010233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $276.27       | 0.00%             | 2024-11-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674656.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10138 | PA      | $9786.27      | 0.00%             | 2024-12-17      | Fixed         | 10.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6189267.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2036 | PA      | $1910.99      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182874683.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14067 | PA      | $13929.80     | 0.00%             | 2024-11-08      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991329516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $270.18       | 0.00%             | 2024-12-19      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705464.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6405 | PA      | $6364.12      | 0.00%             | 2026-09-13      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150972.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.00        | 0.00%             | 2023-11-14      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219635.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8518 | PA      | $8442.64      | 0.00%             | 2026-12-10      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $6.54         | 0.00%             | 2024-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219902.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10343 | PA      | $10226.93     | 0.00%             | 2024-12-10      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108457.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.26        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706443.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2519 | PA      | $2503.36      | 0.00%             | 2026-09-13      | Fixed         | 23.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226847.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $760.85       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8944 | PA      | $8222.20      | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182191083.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3251 | PA      | $3199.78      | 0.00%             | 2024-10-13      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $19.79        | 0.00%             | 2023-12-20      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150981.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $105.68       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172543832.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $467.34       | 0.00%             | 2023-12-03      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184473440.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17685 | PA      | $17797.89     | 0.00%             | 2026-12-30      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $106.57       | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $644.26       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $368.00       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09056086.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25123 | PA      | $25607.32     | 0.00%             | 2026-06-12      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219909.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2632 | PA      | $2608.94      | 0.00%             | 2026-12-10      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | SOP                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 106900000 | PA      | $3141939.63   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902469.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2279 | PA      | $2206.12      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5801964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $1240.40      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183697716.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $711.97       | 0.00%             | 2024-12-02      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224037.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $460.60       | 0.00%             | 2024-11-18      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09111302.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38483 | PA      | $39164.48     | 0.00%             | 2026-06-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991266.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3794 | PA      | $3751.40      | 0.00%             | 2024-11-08      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       597 | PA      | $594.72       | 0.00%             | 2024-11-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157780.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $-5.77        | -0.00%            | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12237250.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34412 | PA      | $34882.98     | 0.00%             | 2027-03-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843566.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5389 | PA      | $4455.56      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $166.60       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184087692.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16851 | PA      | $16717.71     | 0.00%             | 2024-12-31      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036670.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1740 | PA      | $377.52       | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991348742.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $128.33       | 0.00%             | 2024-12-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991300760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $207.82       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1616271.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9322 | PA      | $8980.00      | 0.00%             | 2026-08-17      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991367977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $250.04       | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879783.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2823 | PA      | $2808.59      | 0.00%             | 2026-10-19      | Fixed         | 25.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259033.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $301.95       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09341214.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13884 | PA      | $13854.54     | 0.00%             | 2024-07-10      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991523578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $167.24       | 0.00%             | 2023-12-19      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611961.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4483 | PA      | $4474.10      | 0.00%             | 2026-08-23      | Fixed         | 21.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.11        | 0.00%             | 2023-11-28      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166037.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $0.00         | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08950786.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13687 | PA      | $13891.60     | 0.00%             | 2026-05-31      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877173.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8626 | PA      | $8583.06      | 0.00%             | 2026-10-19      | Fixed         | 27.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.02        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1661079.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22377 | PA      | $21279.72     | 0.00%             | 2026-11-05      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12280379.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17454 | PA      | $17363.15     | 0.00%             | 2027-03-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $55.67        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991241800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $15.28        | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $112.52       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10688392.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21301 | PA      | $21346.40     | 0.00%             | 2026-11-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5716472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3536 | PA      | $3443.21      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174453354.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25117 | PA      | $24333.15     | 0.00%             | 2026-02-16      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219378.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10569 | PA      | $10477.98     | 0.00%             | 2026-12-10      | Fixed         | 27.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991525181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $68.54        | 0.00%             | 2024-12-18      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6026 | PA      | $5818.99      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       673 | PA      | $509.41       | 0.00%             | 2023-11-25      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $394.23       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7366 | PA      | $6910.04      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1619065.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19914 | PA      | $19740.99     | 0.00%             | 2026-08-25      | Fixed         | 16.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.69        | 0.00%             | 2024-11-29      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068436.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       377 | PA      | $372.72       | 0.00%             | 2023-11-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991241069.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $616.71       | 0.00%             | 2024-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5026387.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1789 | PA      | $451.64       | 0.00%             | 2023-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6022702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4323 | PA      | $3550.61      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445740.00    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991440099.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1394 | PA      | $1015.82      | 0.00%             | 2023-12-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.98        | 0.00%             | 2028-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4886223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       878 | PA      | $727.56       | 0.00%             | 2023-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $59.41        | 0.00%             | 2023-11-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912076.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3872 | PA      | $3705.22      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132478.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.03         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5146860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $685.66       | 0.00%             | 2023-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $741.18       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09335187.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8744 | PA      | $8934.24      | 0.00%             | 2025-05-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4750818.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       746 | PA      | $261.74       | 0.00%             | 2023-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31371ND44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24189 | PA      | $25603.29     | 0.00%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194512.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $218.13       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221024.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2915 | PA      | $2883.47      | 0.00%             | 2024-12-10      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1504 | PA      | $1179.55      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918572.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $653.39       | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $858.06       | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $271.10       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12229052.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16235 | PA      | $16463.09     | 0.00%             | 2026-01-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5145394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3426 | PA      | $3221.28      | 0.00%             | 2023-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991383149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       868 | PA      | $883.93       | 0.00%             | 2024-12-15      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183788093.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6835 | PA      | $6634.10      | 0.00%             | 2026-12-13      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $8.82         | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31410YXV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2227 | PA      | $2265.73      | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997204.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3501 | PA      | $3455.15      | 0.00%             | 2024-11-08      | Fixed         | 28.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $218.09       | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183623738.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5066 | PA      | $5003.13      | 0.00%             | 2026-11-30      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991248642.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $180.97       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253923.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $335.33       | 0.00%             | 2024-11-18      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $267.36       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31402DJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        91 | PA      | $90.45        | 0.00%             | 2031-11-01      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144190.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $416.88       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122279.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $40.96        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3693 | PA      | $3568.32      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $-3.39        | -0.00%            | 2024-11-24      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11792552.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20160 | PA      | $19987.31     | 0.00%             | 2025-02-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617797.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27053 | PA      | $27010.83     | 0.00%             | 2026-08-24      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13517 | PA      | $12842.59     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1704990.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1143 | PA      | $1134.68      | 0.00%             | 2026-09-13      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147748.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       878 | PA      | $841.27       | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $290.01       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214129.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $61.91        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706439.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7386 | PA      | $7322.84      | 0.00%             | 2026-09-13      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123827.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       756 | PA      | $765.27       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23553668.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6262 | PA      | $6666.27      | 0.00%             | 2024-10-15      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11161 | PA      | $10293.42     | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6033105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3004 | PA      | $2805.08      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990886.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5770 | PA      | $5682.28      | 0.00%             | 2027-04-08      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5335022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11410 | PA      | $11150.78     | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743692.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5333 | PA      | $4259.69      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183844253.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24809 | PA      | $23947.71     | 0.00%             | 2026-12-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075360.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $685.05       | 0.00%             | 2024-11-18      | Fixed         | 22.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3264 | PA      | $3134.24      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991386835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-12-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6062368.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21697 | PA      | $20731.80     | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206586.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $-4.96        | -0.00%            | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                             | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4700000 | PA      | $4565085.94   | 0.13%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158334.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       464 | PA      | $65.01        | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4868143.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4894 | PA      | $3856.67      | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1607554.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6910 | PA      | $6667.57      | 0.00%             | 2026-08-12      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6658 | PA      | $5531.07      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255312.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5113 | PA      | $4898.92      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                      | CUSIP: 31418ED98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1530899 | PA      | $1392916.34   | 0.04%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11753813.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12606 | PA      | $12792.94     | 0.00%             | 2027-02-09      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176071.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $162.86       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011580.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30130 | PA      | $29148.78     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5204516.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12116 | PA      | $5140.49      | 0.00%             | 2023-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1199 | PA      | $1001.30      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $68.46        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856531.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1107 | PA      | $1072.83      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6175385.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2412 | PA      | $2169.68      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5115191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1135 | PA      | $337.92       | 0.00%             | 2023-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991295344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $13.33        | 0.00%             | 2027-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5811427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6282 | PA      | $6038.23      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184457887.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8405 | PA      | $8356.76      | 0.00%             | 2024-12-27      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.05         | 0.00%             | 2027-10-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10135726.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19569 | PA      | $19795.36     | 0.00%             | 2026-10-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072823.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $2034.27      | 0.00%             | 2026-11-18      | Fixed         | 15.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       442 | PA      | $453.61       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291409.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.87        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $55.13        | 0.00%             | 2024-11-29      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646327.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16499 | PA      | $15799.05     | 0.00%             | 2026-10-31      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991310873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $254.54       | 0.00%             | 2024-11-30      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618334.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15682 | PA      | $15669.86     | 0.00%             | 2027-01-25      | Fixed         | 28.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6107004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $693.40       | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6176377.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4734 | PA      | $4509.30      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $276.05       | 0.00%             | 2023-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5972505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $988.17       | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585684.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $633.58       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170824911.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5522 | PA      | $5365.83      | 0.00%             | 2023-10-09      | Fixed         | 9.02%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $-1.46        | -0.00%            | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       544 | PA      | $536.33       | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 990948556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $87.16        | 0.00%             | 2024-10-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $129.33       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076428.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $100.19       | 0.00%             | 2023-11-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845468.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4365 | PA      | $4167.84      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183794746.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24360 | PA      | $23438.56     | 0.00%             | 2026-12-16      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991250222.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.09         | 0.00%             | 2028-01-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.48        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140957.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $95.50        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $1251.79      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833778.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5624 | PA      | $3108.11      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $221.91       | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183801317.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26467 | PA      | $26073.79     | 0.00%             | 2026-12-22      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156385.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $78.71        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24485661.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16983 | PA      | $17847.16     | 0.00%             | 2024-11-18      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.30        | 0.00%             | 2024-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $531.26       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5652998.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       373 | PA      | $365.71       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828449.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $1321.99      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158651.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $232.23       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | 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        |  10924831 | PA      | $9708199.04   | 0.27%             | 2049-02-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991397064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $57.35        | 0.00%             | 2023-12-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5338725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       687 | PA      | $669.23       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991341435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $379.95       | 0.00%             | 2024-12-18      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991271752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $100.78       | 0.00%             | 2024-12-17      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3857 | PA      | $3620.56      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31406XQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11308 | PA      | $11628.94     | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.37        | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145319.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $122.21       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1609553.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1957 | PA      | $1926.18      | 0.00%             | 2024-08-24      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $111.92       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991248208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $451.86       | 0.00%             | 2024-11-21      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09095354.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17631 | PA      | $17921.63     | 0.00%             | 2026-05-31      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991038831.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $4.93         | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $131.26       | 0.00%             | 2024-11-28      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $51.49        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31410X2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5443 | PA      | $5703.57      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991340458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1610.01      | 0.00%             | 2024-12-13      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11319269.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14294 | PA      | $14055.14     | 0.00%             | 2025-01-09      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $87.66        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813311.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23444 | PA      | $19741.11     | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991423398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.00        | 0.00%             | 2024-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164558.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $582.80       | 0.00%             | 2024-11-28      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5952828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3106 | PA      | $2962.10      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1767 | PA      | $1818.03      | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $79.36        | 0.00%             | 2024-11-14      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5750690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1678 | PA      | $1515.00      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6058164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $377.30       | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073462.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2294 | PA      | $2286.66      | 0.00%             | 2026-11-18      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219716.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4162 | PA      | $4127.35      | 0.00%             | 2024-12-10      | Fixed         | 17.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247140.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $131.46       | 0.00%             | 2024-11-14      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5658195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $503.69       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991374578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $145.57       | 0.00%             | 2024-12-18      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991318209.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $99.62        | 0.00%             | 2023-12-10      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039148.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7308 | PA      | $7278.89      | 0.00%             | 2024-11-12      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991294280.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.05        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742916.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10027 | PA      | $9749.00      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996342.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6110 | PA      | $6063.15      | 0.00%             | 2026-11-08      | Fixed         | 28.14%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654327.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6859 | PA      | $6625.62      | 0.00%             | 2026-11-05      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997491.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6121 | PA      | $5838.36      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $114.08       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765401.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1829 | PA      | $1781.52      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991054479.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $0.13         | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11249658.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34796 | PA      | $35289.81     | 0.00%             | 2026-01-02      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5559057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7826 | PA      | $7503.46      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5936137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11313 | PA      | $10828.42     | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5811041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3169 | PA      | $3093.23      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $589.39       | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       745 | PA      | $7.40         | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191742.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $13.85        | 0.00%             | 2023-11-08      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5530473.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5237 | PA      | $5050.22      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5088465.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19961 | PA      | $9031.16      | 0.00%             | 2023-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $10.49        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5981753.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1850 | PA      | $1755.11      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $892.15       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $199.32       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945280.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8346 | PA      | $8126.44      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11336215.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6709 | PA      | $6786.87      | 0.00%             | 2026-12-21      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09794319.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21172 | PA      | $21546.55     | 0.00%             | 2026-08-24      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.94         | 0.00%             | 2024-11-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2123 | PA      | $1960.99      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991357192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $12.37        | 0.00%             | 2023-12-09      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $518.77       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652894.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7828 | PA      | $7529.35      | 0.00%             | 2026-11-09      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258723.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $142.71       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627844.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3211 | PA      | $3118.93      | 0.00%             | 2024-09-28      | Fixed         | 16.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $128.33       | 0.00%             | 2024-11-26      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4941003.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       881 | PA      | $421.63       | 0.00%             | 2023-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213995.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.14        | 0.00%             | 2024-11-09      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2140 | PA      | $1871.42      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220337.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3528 | PA      | $3499.32      | 0.00%             | 2026-12-10      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120922.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8779 | PA      | $8423.28      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991493639.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       410 | PA      | $405.54       | 0.00%             | 2024-12-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1128 | PA      | $1073.41      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $50.83        | 0.00%             | 2024-12-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991408790.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $62.45        | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181963473.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10074 | PA      | $9738.42      | 0.00%             | 2026-10-19      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.73         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991423640.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $-6.45        | -0.00%            | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $136.39       | 0.00%             | 2024-11-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615232.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3580 | PA      | $3574.49      | 0.00%             | 2026-08-24      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2943 | PA      | $2832.24      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214152.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2469 | PA      | $2441.72      | 0.00%             | 2024-12-09      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991425383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $189.62       | 0.00%             | 2024-12-17      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612462.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7911 | PA      | $7827.46      | 0.00%             | 2026-08-23      | Fixed         | 18.65%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10159829.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8147 | PA      | $8195.29      | 0.00%             | 2024-08-15      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215268.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $608.43       | 0.00%             | 2026-12-09      | Fixed         | 30.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10138068.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11795 | PA      | $11964.64     | 0.00%             | 2026-09-21      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13671 | PA      | $13378.35     | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4444 | PA      | $4141.28      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5095170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2536 | PA      | $1539.29      | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5149412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $161.76       | 0.00%             | 2023-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7135 | PA      | $4912.08      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5976693.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4612 | PA      | $4428.02      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183908611.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14619 | PA      | $11654.26     | 0.00%             | 2027-05-13      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1707019.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7250 | PA      | $7133.97      | 0.00%             | 2025-07-13      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5515721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2346 | PA      | $2283.48      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991316528.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       622 | PA      | $44.79        | 0.00%             | 2024-12-20      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991383776.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2028-01-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991333904.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.89        | 0.00%             | 2024-12-15      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991444022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $543.21       | 0.00%             | 2024-12-12      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991227057.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.46        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612765.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13829 | PA      | $13025.55     | 0.00%             | 2027-01-23      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121290.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $3.37         | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935527.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $940.83       | 0.00%             | 2023-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195692.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.01        | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6306882.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7550 | PA      | $7077.35      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5807478.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6875 | PA      | $6708.50      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11211 | PA      | $10602.04     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184149278.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8958 | PA      | $8889.78      | 0.00%             | 2024-12-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $4.96         | 0.00%             | 2024-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184233755.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10249 | PA      | $9998.76      | 0.00%             | 2026-12-16      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10485308.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11595 | PA      | $11731.89     | 0.00%             | 2025-10-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $15.97        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $264.94       | 0.00%             | 2024-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5169727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $392.94       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $7.19         | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $378.71       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991341146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $149.42       | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991336089.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.53        | 0.00%             | 2024-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171921256.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8514 | PA      | $1023.94      | 0.00%             | 2023-11-10      | Fixed         | 13.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991248335.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $101.85       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.32        | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $46.38        | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991361643.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $73.46        | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184428613.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20505 | PA      | $20049.69     | 0.00%             | 2024-12-27      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189562.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $137.36       | 0.00%             | 2024-11-28      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182954964.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18161 | PA      | $17947.42     | 0.00%             | 2026-11-24      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211763.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1488 | PA      | $183.81       | 0.00%             | 2024-11-27      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036961.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $823.31       | 0.00%             | 2023-11-12      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4969 | PA      | $4759.39      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5579005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1336 | PA      | $1301.11      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5236297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2661 | PA      | $1730.20      | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.79        | 0.00%             | 2024-11-28      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3197 | PA      | $2001.55      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6360973.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5695 | PA      | $5300.86      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $209.82       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5113482.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2224 | PA      | $862.99       | 0.00%             | 2023-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267653.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $364.88       | 0.00%             | 2023-11-21      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131758.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $171.14       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991429423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $85.88        | 0.00%             | 2023-12-19      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149639.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       490 | PA      | $59.41        | 0.00%             | 2024-11-21      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4133 | PA      | $3877.84      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5281757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $49.21        | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220037.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2725 | PA      | $2686.94      | 0.00%             | 2026-12-10      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616760.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7409 | PA      | $534.87       | 0.00%             | 2026-08-24      | Fixed         | 20.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879363.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5941 | PA      | $5910.13      | 0.00%             | 2026-10-19      | Fixed         | 23.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       820 | PA      | $768.08       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275005.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       766 | PA      | $777.59       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182352192.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6450 | PA      | $6392.75      | 0.00%             | 2024-10-19      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184846.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $125.36       | 0.00%             | 2024-11-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4848662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5372 | PA      | $1074.22      | 0.00%             | 2023-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876901.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4716 | PA      | $4694.12      | 0.00%             | 2026-10-19      | Fixed         | 24.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991018.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1675 | PA      | $1662.10      | 0.00%             | 2024-11-08      | Fixed         | 17.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1471 | PA      | $1413.33      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616172.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2169 | PA      | $2157.67      | 0.00%             | 2024-08-24      | Fixed         | 14.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5078396.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2209 | PA      | $1737.25      | 0.00%             | 2023-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4250 | PA      | $3306.18      | 0.00%             | 2023-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $114.71       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $154.46       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681514.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10264 | PA      | $9729.32      | 0.00%             | 2026-12-31      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $582.27       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3283 | PA      | $3217.28      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111890.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $96.59        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.40        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183409505.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24880 | PA      | $24272.21     | 0.00%             | 2026-11-19      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3132D6BE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2031 | PA      | $1961.27      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138091.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.55        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24917 | PA      | $22897.53     | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5327235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4128 | PA      | $3821.65      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706117.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3377 | PA      | $932.88       | 0.00%             | 2026-09-13      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112744.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1808 | PA      | $1795.84      | 0.00%             | 2024-11-24      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $137.85       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10233694.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15096 | PA      | $15327.32     | 0.00%             | 2026-08-21      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044473.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $352.81       | 0.00%             | 2023-11-12      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1634696.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4426 | PA      | $4266.81      | 0.00%             | 2024-10-08      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $489.32       | 0.00%             | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4598631.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1571 | PA      | $1187.83      | 0.00%             | 2023-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6274200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50199 | PA      | $46987.45     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $48.97        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08976296.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8507 | PA      | $8640.32      | 0.00%             | 2025-05-17      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877399.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $646.84       | 0.00%             | 2024-10-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5695840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5659 | PA      | $5283.50      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116243.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.80         | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878626.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4531 | PA      | $4302.79      | 0.00%             | 2026-10-19      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2148 | PA      | $1900.78      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11772938.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17105 | PA      | $17262.16     | 0.00%             | 2027-02-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $9.49         | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5814 | PA      | $5554.67      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903573.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4214 | PA      | $4050.89      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167008405.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17157 | PA      | $16443.00     | 0.00%             | 2025-02-24      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5382369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $548.18       | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13220 | PA      | $12528.65     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612221.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7456 | PA      | $1141.80      | 0.00%             | 2026-08-23      | Fixed         | 33.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6108715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $765.22       | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991050918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $597.44       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $2186.43      | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879031.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5654 | PA      | $5601.88      | 0.00%             | 2026-10-19      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217849.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $252.47       | 0.00%             | 2024-11-27      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5965368.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7966 | PA      | $7488.80      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $1628.91      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       633 | PA      | $435.28       | 0.00%             | 2024-11-25      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991055838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $207.00       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3530 | PA      | $3624.89      | 0.00%             | 2026-12-09      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123415.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $62.73        | 0.00%             | 2023-11-18      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       655 | PA      | $493.90       | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4978664.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $613.94       | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885743.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3364 | PA      | $3277.83      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5107271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $170.86       | 0.00%             | 2023-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5657234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $774.68       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5651436.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $1009.56      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877716.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3495 | PA      | $3477.86      | 0.00%             | 2026-10-19      | Fixed         | 31.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       820 | PA      | $797.65       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $-0.14        | -0.00%            | 2027-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1768 | PA      | $1729.07      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2120 | PA      | $2100.38      | 0.00%             | 2024-11-19      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183193272.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4441 | PA      | $4336.15      | 0.00%             | 2026-11-27      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11304024.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11701 | PA      | $11796.74     | 0.00%             | 2026-11-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247425.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.25        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       773 | PA      | $784.94       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1839 | PA      | $1367.89      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994376.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1411 | PA      | $1399.86      | 0.00%             | 2026-11-08      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991346650.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3338 | PA      | $3317.96      | 0.00%             | 2024-11-27      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $204.34       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177780.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.00        | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064703.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $577.09       | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24265697.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.06         | 0.00%             | 2027-11-21      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184272023.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10932 | PA      | $10842.19     | 0.00%             | 2024-12-23      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13320 | PA      | $12942.43     | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125224.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.10         | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183368090.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9291 | PA      | $9165.05      | 0.00%             | 2026-11-18      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1893 | PA      | $1838.87      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878027.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8142 | PA      | $8050.85      | 0.00%             | 2026-10-19      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5318776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19396 | PA      | $17643.88     | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       773 | PA      | $788.66       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219219.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3098 | PA      | $3051.14      | 0.00%             | 2026-12-10      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $160.45       | 0.00%             | 2024-11-29      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062507.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.35         | 0.00%             | 2023-11-16      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $413.91       | 0.00%             | 2024-12-06      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9406 | PA      | $9070.73      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $221.67       | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5311462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2785 | PA      | $2722.00      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834529.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15922 | PA      | $15495.49     | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222054.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7092 | PA      | $7032.29      | 0.00%             | 2026-12-10      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121466.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $137.64       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191155.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2391 | PA      | $2252.85      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5958081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2011 | PA      | $1458.37      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073228.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8400 | PA      | $8324.31      | 0.00%             | 2026-11-18      | Fixed         | 13.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5026185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $410.67       | 0.00%             | 2023-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5250337.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $215.31       | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774654.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1329 | PA      | $1280.54      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183031560.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13159 | PA      | $12750.27     | 0.00%             | 2026-11-30      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $97.27        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5249597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5110 | PA      | $4783.12      | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10389562.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16037 | PA      | $16141.43     | 0.00%             | 2026-09-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5804230.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1448 | PA      | $1098.26      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.03        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6170941.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3100 | PA      | $2680.63      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105795.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $67.56        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12212103.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19012 | PA      | $9893.49      | 0.00%             | 2027-03-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221994.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2292 | PA      | $2272.70      | 0.00%             | 2026-12-10      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991378052.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $121.41       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5335306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1904 | PA      | $1748.46      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5224101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $248.71       | 0.00%             | 2023-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183239686.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16376 | PA      | $16237.26     | 0.00%             | 2024-11-18      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879789.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18193 | PA      | $18008.55     | 0.00%             | 2026-10-19      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214062.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3505 | PA      | $1003.00      | 0.00%             | 2026-12-09      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2405 | PA      | $2256.09      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183342456.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17197 | PA      | $17306.60     | 0.00%             | 2024-11-26      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159028.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $372.00       | 0.00%             | 2024-11-11      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144902.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $144.64       | 0.00%             | 2023-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $15.75        | 0.00%             | 2024-11-11      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086114.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.70         | 0.00%             | 2024-11-10      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8480 | PA      | $7876.51      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $288.14       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199042.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       622 | PA      | $621.19       | 0.00%             | 2024-11-22      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11791795.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15303 | PA      | $9236.89      | 0.00%             | 2024-02-10      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877751.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3543 | PA      | $1035.61      | 0.00%             | 2026-10-19      | Fixed         | 26.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158862.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $279.45       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182385569.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17116 | PA      | $16947.18     | 0.00%             | 2024-11-01      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205648.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5563 | PA      | $5301.76      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207694.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2699 | PA      | $2657.55      | 0.00%             | 2024-11-29      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6776 | PA      | $6523.26      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136660.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $901.37       | 0.00%             | 2024-11-27      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206979.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4522 | PA      | $4585.43      | 0.00%             | 2024-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991314974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $99.95        | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3454 | PA      | $3434.18      | 0.00%             | 2024-11-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09025698.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30216 | PA      | $30736.83     | 0.00%             | 2026-05-23      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $159.93       | 0.00%             | 2023-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991327950.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $2.34         | 0.00%             | 2024-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $191.98       | 0.00%             | 2023-12-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991368537.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $115.23       | 0.00%             | 2024-12-17      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09354577.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13980 | PA      | $14237.53     | 0.00%             | 2025-07-11      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74200000 | PA      | $65119195.50  | 1.84%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798644.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6940 | PA      | $7002.21      | 0.00%             | 2026-12-24      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240240.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3565 | PA      | $3486.30      | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6121297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17613 | PA      | $16746.47     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991352854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.48        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2844 | PA      | $2697.70      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091686.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $126.46       | 0.00%             | 2024-11-21      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098562.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $41.84        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5567401.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1980 | PA      | $1939.54      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154671.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $447.21       | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       419 | PA      | $28.35        | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       804 | PA      | $781.72       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182810364.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13075 | PA      | $12977.84     | 0.00%             | 2024-11-20      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2359 | PA      | $2331.14      | 0.00%             | 2024-11-26      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991019851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $18.22        | 0.00%             | 2024-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070082.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16026 | PA      | $15908.36     | 0.00%             | 2026-11-18      | Fixed         | 8.09%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11793362.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30842 | PA      | $31040.67     | 0.00%             | 2025-12-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5381713.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3033 | PA      | $2763.47      | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       705 | PA      | $714.04       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991056483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.27        | 0.00%             | 2023-11-15      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $149.05       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279769.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       413 | PA      | $28.34        | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271241.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15332 | PA      | $14283.11     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4642 | PA      | $4342.95      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $237.60       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5212644.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $401.12       | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4659438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $203.35       | 0.00%             | 2023-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31409CE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    427119 | PA      | $450726.05    | 0.01%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199929.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $2.20         | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $26.47        | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217054.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $54.30        | 0.00%             | 2023-11-09      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991367240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $502.89       | 0.00%             | 2024-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183431297.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2706 | PA      | $2682.25      | 0.00%             | 2024-11-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617924.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6704 | PA      | $6694.54      | 0.00%             | 2026-08-24      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.64        | 0.00%             | 2023-11-20      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6253028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2127 | PA      | $1923.34      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991333702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3401 | PA      | $3347.86      | 0.00%             | 2024-12-09      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617392.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3536 | PA      | $3529.82      | 0.00%             | 2024-08-24      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5081394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9547 | PA      | $2340.65      | 0.00%             | 2023-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165990.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26143 | PA      | $24300.24     | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220336.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4686 | PA      | $4635.66      | 0.00%             | 2026-12-10      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $658.54       | 0.00%             | 2024-11-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $96.30        | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216190.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4156 | PA      | $4112.08      | 0.00%             | 2026-12-09      | Fixed         | 12.02%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625753.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3066 | PA      | $2966.94      | 0.00%             | 2024-09-24      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.32        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245677.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $93.34        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6560 | PA      | $6266.82      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12135614.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5945 | PA      | $5990.27      | 0.00%             | 2024-03-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.01        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5289669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.95         | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842288.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2198 | PA      | $2097.16      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4714291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $424.15       | 0.00%             | 2023-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183810.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $61.34        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       516 | PA      | $528.87       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       622 | PA      | $629.39       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876979.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2609 | PA      | $2595.82      | 0.00%             | 2026-10-19      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $13.07        | 0.00%             | 2024-11-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $214.19       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991315961.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.11         | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991066375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $349.26       | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5284780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $174.24       | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220670.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2771 | PA      | $2737.27      | 0.00%             | 2026-12-10      | Fixed         | 23.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991281993.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $333.22       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183048902.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16953 | PA      | $16834.62     | 0.00%             | 2024-11-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5215190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2917 | PA      | $2710.46      | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5549 | PA      | $3466.54      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103426.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $120.66       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141906.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $386.43       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183686236.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17334 | PA      | $17001.86     | 0.00%             | 2026-12-01      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183022196.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6398 | PA      | $6350.30      | 0.00%             | 2024-11-12      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113956.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $-7.24        | -0.00%            | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182679.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       388 | PA      | $389.76       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3230 | PA      | $1860.57      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1592 | PA      | $744.17       | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       827 | PA      | $187.06       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221644.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3512 | PA      | $3474.26      | 0.00%             | 2024-12-10      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6242589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19699 | PA      | $17096.71     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.73         | 0.00%             | 2028-02-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08447667.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18551 | PA      | $18878.63     | 0.00%             | 2026-06-13      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5709255.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1212 | PA      | $1166.68      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5215921.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $260.31       | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6181983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9749 | PA      | $9280.27      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5169907.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1857 | PA      | $1820.27      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128MJJJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104404 | PA      | $109527.76    | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4046 | PA      | $0.00         | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991312918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $209.03       | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $355.02       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333496.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6311 | PA      | $6295.76      | 0.00%             | 2025-01-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881182.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4625 | PA      | $4571.94      | 0.00%             | 2026-10-19      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5312766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $817.54       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704856.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12842 | PA      | $7598.21      | 0.00%             | 2026-09-13      | Fixed         | 26.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075122.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3346 | PA      | $3309.47      | 0.00%             | 2026-11-18      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3988 | PA      | $3743.59      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279860.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $22.05        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $752.70       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10060644.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28512 | PA      | $28721.97     | 0.00%             | 2024-10-04      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680130.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8362 | PA      | $8057.79      | 0.00%             | 2026-12-16      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09781974.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15309 | PA      | $3109.82      | 0.00%             | 2026-08-23      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145939.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2727 | PA      | $2503.48      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $235.98       | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253694.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $5.03         | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3838 | PA      | $3677.07      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183860801.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8960 | PA      | $3535.78      | 0.00%             | 2026-12-07      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6250485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19446 | PA      | $18393.33     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $4.94         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4840254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $234.37       | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $364.45       | 0.00%             | 2024-12-01      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1793396.42   | 0.05%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210110.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $475.68       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $76.26        | 0.00%             | 2024-11-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991440734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $190.53       | 0.00%             | 2024-12-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351825.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2567 | PA      | $2362.58      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6242908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2540 | PA      | $2214.65      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830023.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2789 | PA      | $2602.69      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1673021.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6961 | PA      | $6721.84      | 0.00%             | 2024-12-15      | Fixed         | 17.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.71        | 0.00%             | 2023-12-01      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.44        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135498.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8031 | PA      | $7681.01      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790172.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4492 | PA      | $4406.60      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $158.43       | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $277.60       | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131367.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $420.15       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161065.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       600 | PA      | $604.84       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6361527.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35334 | PA      | $32759.54     | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10060529.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9807 | PA      | $9914.14      | 0.00%             | 2024-10-25      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11925 | PA      | $11066.70     | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877560.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30266 | PA      | $29937.28     | 0.00%             | 2026-10-19      | Fixed         | 16.13%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174267823.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10648 | PA      | $10260.99     | 0.00%             | 2026-02-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2069 | PA      | $2064.93      | 0.00%             | 2024-12-08      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11062102.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15787 | PA      | $3380.08      | 0.00%             | 2025-01-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991303612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $300.38       | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11139070.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3586 | PA      | $3618.53      | 0.00%             | 2023-11-18      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830698.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2395 | PA      | $2287.36      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                   | FNMA, Single-family, 30 Year                                                       | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 120550000 | PA      | $122537190.80 | 3.46%             | 2053-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5624199.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16515 | PA      | $15959.07     | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $585.74       | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09791696.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16090 | PA      | $16355.35     | 0.00%             | 2026-08-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $0.00         | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09216358.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29483 | PA      | $29822.54     | 0.00%             | 2025-05-16      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1136 | PA      | $1130.56      | 0.00%             | 2024-11-16      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117520.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $145.15       | 0.00%             | 2023-11-25      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1685979.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6862 | PA      | $6584.02      | 0.00%             | 2024-12-18      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895342.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2485 | PA      | $2398.94      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126218.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $252.22       | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995078.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1510 | PA      | $213.55       | 0.00%             | 2027-04-08      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184441891.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9200 | PA      | $9084.40      | 0.00%             | 2024-12-23      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6106087.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11903 | PA      | $11297.06     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16918 | PA      | $15564.80     | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $83.76        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $135.83       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11157 | PA      | $10915.72     | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $154.92       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613031.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14642 | PA      | $14517.44     | 0.00%             | 2026-08-23      | Fixed         | 10.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4973815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3040 | PA      | $2473.60      | 0.00%             | 2023-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991314678.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $79.69        | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $51.40        | 0.00%             | 2024-11-28      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218623.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3827 | PA      | $3791.75      | 0.00%             | 2026-12-09      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617124.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3478 | PA      | $3435.04      | 0.00%             | 2026-08-24      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1676.57      | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233310.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $-1.48        | -0.00%            | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1231 | PA      | $1240.32      | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182931569.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19455 | PA      | $18975.34     | 0.00%             | 2026-11-18      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $99.17        | 0.00%             | 2024-11-30      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1614285.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4516 | PA      | $0.00         | 0.00%             | 2024-08-18      | Fixed         | 18.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3339 | PA      | $2252.97      | 0.00%             | 2024-11-18      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1666908.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6519 | PA      | $6285.86      | 0.00%             | 2024-11-10      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11413232.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22624 | PA      | $2419.42      | 0.00%             | 2027-01-11      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991288870.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $-0.01        | -0.00%            | 2027-08-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4890016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1471 | PA      | $237.87       | 0.00%             | 2023-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991324558.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $153.64       | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5546767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9786 | PA      | $8695.50      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124929.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $172.67       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $87.78        | 0.00%             | 2023-11-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1668453.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10514 | PA      | $10123.58     | 0.00%             | 2026-11-15      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $128.58       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996257.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1831 | PA      | $1804.34      | 0.00%             | 2026-11-08      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876918.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $922.26       | 0.00%             | 2024-10-19      | Fixed         | 23.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10479319.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26257 | PA      | $26466.39     | 0.00%             | 2026-10-28      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6204285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3298 | PA      | $2950.33      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17855 | PA      | $17104.66     | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999686.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14329 | PA      | $14121.43     | 0.00%             | 2026-11-08      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6211068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1263 | PA      | $1180.30      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876805.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $648.63       | 0.00%             | 2024-10-19      | Fixed         | 20.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991292477.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $127.29       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2530 | PA      | $2568.85      | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $138.64       | 0.00%             | 2023-12-01      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $9112910.20   | 0.26%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10769779.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2835 | PA      | $2847.11      | 0.00%             | 2024-11-09      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705300.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1864 | PA      | $1851.72      | 0.00%             | 2026-09-13      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1677662.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18768 | PA      | $17984.71     | 0.00%             | 2026-12-23      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182914824.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6685 | PA      | $6618.23      | 0.00%             | 2024-11-04      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659915.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11079 | PA      | $1404.55      | 0.00%             | 2024-11-03      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10682620.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2077 | PA      | $2081.62      | 0.00%             | 2024-10-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182675743.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29821 | PA      | $29374.45     | 0.00%             | 2026-11-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5412571.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $146.90       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12125189.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13053 | PA      | $13226.80     | 0.00%             | 2026-01-25      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10606168.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20272 | PA      | $20604.61     | 0.00%             | 2026-11-16      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106798.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1871 | PA      | $1900.50      | 0.00%             | 2024-11-23      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11186 | PA      | $10647.63     | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991406118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.23         | 0.00%             | 2028-01-09      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $28.45        | 0.00%             | 2024-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889537.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $1059.23      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195243.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3614 | PA      | $3710.96      | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $440.04       | 0.00%             | 2024-11-11      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5263119.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $1164.16      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614375.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6436 | PA      | $6364.54      | 0.00%             | 2026-08-24      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                      | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3174956.49   | 0.09%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $686.74       | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5787111.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1729 | PA      | $1645.46      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208065.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $33.33        | 0.00%             | 2024-11-26      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $1.95         | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3438 | PA      | $3242.04      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10357544.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21268 | PA      | $21526.71     | 0.00%             | 2026-09-04      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182054732.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3012 | PA      | $2984.80      | 0.00%             | 2024-11-05      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6320273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44460 | PA      | $41526.78     | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122280.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $10.46        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218347.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4091 | PA      | $4043.15      | 0.00%             | 2025-05-09      | Fixed         | 8.96%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8103 | PA      | $7466.02      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221648.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10730 | PA      | $5612.17      | 0.00%             | 2027-05-10      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $160.46       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Fox Corp.                                                                       | Fox Corp.                                                                          | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4664954.26   | 0.13%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4560 | PA      | $4429.86      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074827.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1872 | PA      | $133.89       | 0.00%             | 2026-11-18      | Fixed         | 26.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $414.09       | 0.00%             | 2024-11-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5082286.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $814.65       | 0.00%             | 2023-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $176.95       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       410 | PA      | $405.14       | 0.00%             | 2024-12-06      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183649644.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9193 | PA      | $8978.72      | 0.00%             | 2026-11-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5295791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       976 | PA      | $792.37       | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10229284.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12433 | PA      | $7144.15      | 0.00%             | 2026-10-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208345.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $3.08         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5896492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $295.91       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       534 | PA      | $546.41       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5515935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1705 | PA      | $849.19       | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996950.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3463 | PA      | $1968.02      | 0.00%             | 2024-11-08      | Fixed         | 14.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6227515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6751 | PA      | $6383.44      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184204044.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12703 | PA      | $12276.43     | 0.00%             | 2026-12-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4624391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3087 | PA      | $665.69       | 0.00%             | 2023-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991227683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $8.83         | 0.00%             | 2024-11-28      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5144786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2453 | PA      | $2277.83      | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999322.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9355 | PA      | $677.73       | 0.00%             | 2026-11-08      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991334320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $91.16        | 0.00%             | 2023-12-17      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $456.08       | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012973.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3719 | PA      | $3642.28      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280082.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $59.74        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277364.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $1673.31      | 0.00%             | 2024-11-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10459273.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12686 | PA      | $12626.54     | 0.00%             | 2024-10-03      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 990984188.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $122.59       | 0.00%             | 2023-10-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991073100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $15.65        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299505.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $500.22       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171440597.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1651 | PA      | $1605.82      | 0.00%             | 2023-11-13      | Fixed         | 8.46%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184117686.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28241 | PA      | $26537.25     | 0.00%             | 2026-12-16      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6144779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3034 | PA      | $2837.61      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991310750.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $33.40        | 0.00%             | 2023-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991366912.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $355.46       | 0.00%             | 2024-12-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182239660.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12511 | PA      | $12329.57     | 0.00%             | 2026-10-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24451345.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12466 | PA      | $1233.70      | 0.00%             | 2024-12-31      | Fixed         | 25.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $198.51       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407YGF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63780 | PA      | $65893.49     | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10687787.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4995 | PA      | $4911.03      | 0.00%             | 2024-10-02      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706467.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1120 | PA      | $305.30       | 0.00%             | 2026-09-13      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $109.26       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991296598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $-3.32        | -0.00%            | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5988 | PA      | $5840.81      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11740757.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32487 | PA      | $32451.98     | 0.00%             | 2026-12-22      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11375423.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18109 | PA      | $18035.14     | 0.00%             | 2027-01-07      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115930.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       630 | PA      | $409.67       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184012121.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15887 | PA      | $15403.48     | 0.00%             | 2026-12-10      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173100997.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12358 | PA      | $12093.81     | 0.00%             | 2023-12-27      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218197.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41176 | PA      | $40845.64     | 0.00%             | 2026-12-09      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $333.87       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5131555.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1865 | PA      | $1365.76      | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183912771.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11145 | PA      | $10955.12     | 0.00%             | 2026-12-10      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143723.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $65.01        | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991271217.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $252.45       | 0.00%             | 2024-11-21      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11805029.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8969 | PA      | $8911.38      | 0.00%             | 2027-02-10      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $101.26       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705847.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2054 | PA      | $2029.53      | 0.00%             | 2026-09-13      | Fixed         | 32.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218473.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5973 | PA      | $422.99       | 0.00%             | 2024-12-09      | Fixed         | 11.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $207.28       | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.59        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128135.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       990 | PA      | $996.52       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6152841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $922.01       | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6318980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11105 | PA      | $10344.98     | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015960.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3213 | PA      | $2616.29      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5722 | PA      | $5330.92      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5284187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $234.75       | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5165031.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $311.03       | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219741.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4608 | PA      | $4530.74      | 0.00%             | 2026-12-10      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158396.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2986 | PA      | $2825.35      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991281311.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.53        | 0.00%             | 2024-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778679.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2303 | PA      | $2243.01      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5593618.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4861 | PA      | $4249.82      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11314953.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26368 | PA      | $26709.26     | 0.00%             | 2027-01-03      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855499.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1706 | PA      | $1626.09      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $731.34       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $125.09       | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991305036.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $242.21       | 0.00%             | 2024-12-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216682.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5281 | PA      | $5236.11      | 0.00%             | 2026-12-10      | Fixed         | 26.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032550.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1218 | PA      | $1151.66      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $1087.98      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070829.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       863 | PA      | $852.58       | 0.00%             | 2026-11-18      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5213208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $465.31       | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09064938.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3655 | PA      | $3681.04      | 0.00%             | 2023-06-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5102220.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2484 | PA      | $2071.07      | 0.00%             | 2023-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners XVII Ltd.                                           | Octagon Investment Partners XVII Ltd., Series 2013-1A, Class BR2                   | CUSIP: 67590GBL2<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   4020000 | PA      | $3911484.76   | 0.11%             | 2031-01-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09284176.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16975 | PA      | $17262.33     | 0.00%             | 2026-07-18      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994756.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3048 | PA      | $3024.08      | 0.00%             | 2026-11-08      | Fixed         | 28.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179251.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $180.46       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876513.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3738 | PA      | $3719.94      | 0.00%             | 2026-10-19      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6175205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7550 | PA      | $7137.73      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6459 | PA      | $6012.06      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       763 | PA      | $741.44       | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1717 | PA      | $878.81       | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144473.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $245.82       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229310.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $254.98       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232879.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.35        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125689.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $217.86       | 0.00%             | 2024-11-22      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168137.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       338 | PA      | $229.17       | 0.00%             | 2024-11-23      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865946.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6517 | PA      | $5470.26      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4626340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $37.88        | 0.00%             | 2023-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.43         | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197071.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $50.69        | 0.00%             | 2024-11-11      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $394.67       | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $255.08       | 0.00%             | 2023-11-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08960524.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18151 | PA      | $18456.96     | 0.00%             | 2026-06-06      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7954 | PA      | $7684.91      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4866448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       648 | PA      | $362.17       | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5526 | PA      | $5393.02      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5773 | PA      | $5328.55      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991404201.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2023-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $250.96       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201541.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $1794.08      | 0.00%             | 2024-11-28      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219505.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19706 | PA      | $19376.73     | 0.00%             | 2026-12-10      | Fixed         | 19.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880438.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2467 | PA      | $171.58       | 0.00%             | 2026-10-19      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6282237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22097 | PA      | $20577.22     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991424465.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       682 | PA      | $677.93       | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183880382.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3578 | PA      | $3546.63      | 0.00%             | 2024-12-09      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22856 | PA      | $19595.89     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657275.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9467 | PA      | $9225.74      | 0.00%             | 2024-10-29      | Fixed         | 18.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108289.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1764 | PA      | $1805.43      | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11099818.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9942 | PA      | $10028.68     | 0.00%             | 2026-11-09      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4741690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $131.87       | 0.00%             | 2023-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5338130.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $757.46       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991353838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $-0.30        | -0.00%            | 2027-12-30      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215838.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6766 | PA      | $6675.36      | 0.00%             | 2026-12-09      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4953873 | PA      | $4635255.63   | 0.13%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1888 | PA      | $1750.74      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174102738.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5674 | PA      | $5464.70      | 0.00%             | 2026-02-08      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183170547.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19597 | PA      | $19037.57     | 0.00%             | 2024-12-13      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184108646.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7235 | PA      | $6962.73      | 0.00%             | 2026-12-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1969331.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       667 | PA      | $660.32       | 0.00%             | 2024-11-08      | Fixed         | 16.28%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184106683.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10092 | PA      | $9595.11      | 0.00%             | 2024-12-14      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $692.88       | 0.00%             | 2024-11-13      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2019 | PA      | $1855.87      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5150 | PA      | $4955.83      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140250.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $198.05       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $154.07       | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $157.16       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136553.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $341.34       | 0.00%             | 2023-11-27      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118044.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.55         | 0.00%             | 2023-11-11      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1589 | PA      | $107.60       | 0.00%             | 2024-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $68.20        | 0.00%             | 2023-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991322131.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $117.03       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $275.78       | 0.00%             | 2024-11-09      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155137.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $116.09       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616604.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11105 | PA      | $11011.30     | 0.00%             | 2026-08-24      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6266557.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35730 | PA      | $32765.69     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5248838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3589 | PA      | $1754.08      | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211016.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $207.62       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565342.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1550 | PA      | $1204.85      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.30        | 0.00%             | 2023-04-19      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $108.49       | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306805.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $55.22        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832957.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2312 | PA      | $2228.51      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1707020.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $596.82       | 0.00%             | 2026-09-13      | Fixed         | 25.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991254731.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.02         | 0.00%             | 2024-11-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10384916.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2988 | PA      | $3015.05      | 0.00%             | 2023-10-25      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DPF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2815 | PA      | $2910.61      | 0.00%             | 2031-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31417YCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406525 | PA      | $418183.90    | 0.01%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $3141.21      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $95.33        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $46.92        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991063618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $460.91       | 0.00%             | 2024-11-11      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182323369.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17755 | PA      | $321.18       | 0.00%             | 2026-10-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174343617.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8116 | PA      | $7983.32      | 0.00%             | 2024-02-15      | Fixed         | 11.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302342.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $203.27       | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       692 | PA      | $232.41       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705666.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1846 | PA      | $1815.10      | 0.00%             | 2026-09-13      | Fixed         | 20.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6199930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3845 | PA      | $3658.90      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $211.41       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216908.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3152 | PA      | $-50.17       | -0.00%            | 2026-12-09      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3163 | PA      | $3131.09      | 0.00%             | 2024-11-17      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $689.79       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991282728.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $278.29       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5707656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $697.13       | 0.00%             | 2024-01-18      | 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-S3, Class PT | CUSIP: 21055RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349726 | PA      | $326808.02    | 0.01%             | 2044-06-15      | Variable      | 11.19%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219260.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3179 | PA      | $224.90       | 0.00%             | 2025-05-10      | Fixed         | 28.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $35.38        | 0.00%             | 2027-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991278845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $96.87        | 0.00%             | 2023-12-08      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $185.80       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141537.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       648 | PA      | $665.50       | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $212.20       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904114.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6424 | PA      | $6197.60      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103266.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $51.13        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5380960.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $573.27       | 0.00%             | 2023-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2540 | PA      | $2574.42      | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614723.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12336 | PA      | $12317.32     | 0.00%             | 2026-08-24      | Fixed         | 23.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6253444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52298 | PA      | $49483.81     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299968.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $194.80       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $428.18       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155428.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184320356.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6773 | PA      | $6530.67      | 0.00%             | 2024-12-22      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5329786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3582 | PA      | $3443.94      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5622868.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1915 | PA      | $1864.38      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10246936.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14047 | PA      | $14252.76     | 0.00%             | 2026-08-20      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991332373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $167.94       | 0.00%             | 2024-11-25      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991379877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $98.30        | 0.00%             | 2024-12-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2350 | PA      | $2281.19      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331384.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $695.54       | 0.00%             | 2024-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1992001.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1651 | PA      | $-25.70       | -0.00%            | 2026-11-08      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219015.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6073 | PA      | $6019.09      | 0.00%             | 2026-12-10      | Fixed         | 22.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991353833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.42        | 0.00%             | 2023-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1870989.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       784 | PA      | $56.55        | 0.00%             | 2024-10-19      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991328743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1054 | PA      | $1070.35      | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991022815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $133.33       | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.76         | 0.00%             | 2028-02-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $69.90        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991339753.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $116.78       | 0.00%             | 2024-12-09      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217280.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       707 | PA      | $731.26       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993163.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2691 | PA      | $2654.21      | 0.00%             | 2024-11-08      | Fixed         | 22.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.44        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067567.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1564 | PA      | $1574.76      | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615867.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7038 | PA      | $6985.34      | 0.00%             | 2026-08-24      | Fixed         | 14.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2320 | PA      | $2162.64      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.80        | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6237600.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10826 | PA      | $10208.98     | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087895.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $213.74       | 0.00%             | 2023-11-18      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068488.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $45.27        | 0.00%             | 2023-11-16      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216336.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14695 | PA      | $14567.73     | 0.00%             | 2026-12-09      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071348.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11673 | PA      | $11571.26     | 0.00%             | 2026-11-18      | Fixed         | 16.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10021 | PA      | $9572.12      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24789598.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $103.66       | 0.00%             | 2027-11-27      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204158.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $192.73       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5331180.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3162 | PA      | $2337.46      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8875 | PA      | $8662.27      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181086.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $113.39       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200416.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $239.00       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5163276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $134.13       | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $212.99       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $31.45        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991453536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $120.05       | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.66        | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4132 | PA      | $3927.18      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       723 | PA      | $677.96       | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $170.21       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12266273.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23212 | PA      | $23148.39     | 0.00%             | 2027-01-18      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991063358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $1.19         | 0.00%             | 2023-11-14      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135126.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $91.46        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184033253.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8097 | PA      | $8119.88      | 0.00%             | 2026-12-23      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $250.27       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074516.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7859 | PA      | $7793.25      | 0.00%             | 2026-11-18      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $283.45       | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216898.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8771 | PA      | $8679.86      | 0.00%             | 2026-12-09      | Fixed         | 13.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4500 | PA      | $4319.54      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166312.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $7.58         | 0.00%             | 2023-11-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016181.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1905 | PA      | $1803.74      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $240.28       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706420.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4235 | PA      | $4208.63      | 0.00%             | 2026-09-13      | Fixed         | 32.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991303272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $51.62        | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | 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        |   2050000 | PA      | $2122389.47   | 0.06%             | 2032-04-15      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $69.31        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098218.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $129.91       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.96        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880095.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12394 | PA      | $12283.73     | 0.00%             | 2026-10-19      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 162691230.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3477 | PA      | $3466.60      | 0.00%             | 2033-02-10      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991319229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1201 | PA      | $1227.89      | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110887.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $731.82       | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306739.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1317 | PA      | $303.90       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618300.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5306 | PA      | $5313.60      | 0.00%             | 2026-08-25      | Fixed         | 31.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613160.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23674 | PA      | $22270.41     | 0.00%             | 2026-08-23      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $66.01        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2536 | PA      | $2430.40      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $636.37       | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183199235.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9743 | PA      | $9618.05      | 0.00%             | 2024-11-17      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991355729.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $198.30       | 0.00%             | 2024-12-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3841 | PA      | $3647.44      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217920.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3462 | PA      | $3429.52      | 0.00%             | 2026-12-09      | Fixed         | 22.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102687.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.29        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2820 | PA      | $2675.03      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $49.22        | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $79.73        | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $39.30        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991320917.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $521.74       | 0.00%             | 2023-12-17      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $1675.47      | 0.00%             | 2024-11-12      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5729549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6138 | PA      | $5962.82      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6352961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19339 | PA      | $17818.24     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $6.26         | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998235.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2557 | PA      | $2513.67      | 0.00%             | 2026-11-08      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1582 | PA      | $1534.56      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166742.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $247.32       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646336.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16669 | PA      | $15979.64     | 0.00%             | 2026-10-28      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991045113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $23.05        | 0.00%             | 2024-11-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5750217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5653 | PA      | $5475.53      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256653.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $233.92       | 0.00%             | 2024-12-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171281.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $60.55        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4647785.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $41.47        | 0.00%             | 2023-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991054721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2120 | PA      | $2163.17      | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $242.78       | 0.00%             | 2023-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       961 | PA      | $975.76       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $541.59       | 0.00%             | 2023-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11803364.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14574 | PA      | $14757.49     | 0.00%             | 2026-02-01      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       793 | PA      | $166.79       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230774.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $56.64        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5713547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2143 | PA      | $2076.51      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5037885.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10799 | PA      | $3920.90      | 0.00%             | 2023-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5165513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2360 | PA      | $1211.22      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101812.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $170.04       | 0.00%             | 2024-11-22      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264092.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $120.98       | 0.00%             | 2023-11-29      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072098.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14545 | PA      | $14470.29     | 0.00%             | 2026-11-18      | Fixed         | 27.42%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31412YQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7234 | PA      | $7358.98      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222466.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9188 | PA      | $9107.41      | 0.00%             | 2026-12-10      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121503.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.22        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $140.22       | 0.00%             | 2023-11-25      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $0.70         | 0.00%             | 2027-12-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912708.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4532 | PA      | $3717.45      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215533.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4104 | PA      | $4072.21      | 0.00%             | 2026-12-09      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852366.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2390 | PA      | $2318.76      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892275.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1908 | PA      | $1826.25      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5793078.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $1311.60      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7291 | PA      | $7025.06      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611682.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5224 | PA      | $5040.08      | 0.00%             | 2026-08-20      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21962 | PA      | $20385.79     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880122.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12183 | PA      | $3547.00      | 0.00%             | 2026-10-19      | Fixed         | 25.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222019.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6287 | PA      | $6238.06      | 0.00%             | 2026-12-10      | Fixed         | 31.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08969775.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15724 | PA      | $15868.67     | 0.00%             | 2024-06-21      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991361169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $465.61       | 0.00%             | 2023-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $148.71       | 0.00%             | 2023-12-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| AMMC CLO 15 Ltd.                                                                | AMMC CLO 15 Ltd., Series 2014-15A, Class BR3                                       | CUSIP: 00175MBQ2<br>LEI: 549300D0GYBG49KJD582 | Long             | ABS-CBDO         | CORP              | KY        |    945000 | PA      | $931769.01    | 0.03%             | 2032-01-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991342949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $250.75       | 0.00%             | 2024-12-06      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070090.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1613.30      | 0.00%             | 2026-11-18      | Fixed         | 18.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6313846.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8021 | PA      | $7472.20      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15173 | PA      | $14060.63     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182901080.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2752 | PA      | $2748.99      | 0.00%             | 2024-11-03      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123471.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $150.38       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088485.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $115.57       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106397.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $295.72       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4693373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $16.28        | 0.00%             | 2023-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $180.61       | 0.00%             | 2024-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074520.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $461.24       | 0.00%             | 2026-11-18      | Fixed         | 22.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274814.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.52         | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09020308.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15223 | PA      | $15459.72     | 0.00%             | 2026-06-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6045860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14686 | PA      | $14157.24     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $118.59       | 0.00%             | 2023-11-24      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924856.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1936 | PA      | $1904.19      | 0.00%             | 2024-03-21      | 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      | $-94983.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3596 | PA      | $3416.36      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6033327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1279 | PA      | $1205.85      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044553.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $318.09       | 0.00%             | 2024-11-11      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18208 | PA      | $17746.08     | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5622928.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1757 | PA      | $1552.56      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184009581.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30678 | PA      | $30236.77     | 0.00%             | 2026-12-25      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $210.90       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614960.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2166 | PA      | $2160.77      | 0.00%             | 2024-08-24      | Fixed         | 27.28%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184195348.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9543 | PA      | $9208.87      | 0.00%             | 2026-12-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184277567.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7091 | PA      | $5429.34      | 0.00%             | 2025-04-20      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.71         | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $8.95         | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183706984.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8133 | PA      | $7999.66      | 0.00%             | 2026-12-13      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645280.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17267 | PA      | $16681.08     | 0.00%             | 2026-10-27      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35859 | PA      | $32595.29     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939055.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4971 | PA      | $4845.14      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1611668.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7982 | PA      | $7926.30      | 0.00%             | 2024-08-23      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251496.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $4.21         | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $0.00         | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164650755.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.35        | 0.00%             | 2033-02-13      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5468033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2507 | PA      | $1580.42      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5962596.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3557 | PA      | $3199.65      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991231725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $208.49       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321698.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3342 | PA      | $3111.90      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205178.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.61         | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991244474.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.81        | 0.00%             | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5083730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $330.27       | 0.00%             | 2023-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $62.75        | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5663738.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7298 | PA      | $7076.92      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910144.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2825 | PA      | $2642.94      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3133KNF99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073994.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4250 | PA      | $4195.53      | 0.00%             | 2026-11-18      | Fixed         | 21.04%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164939612.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $1970.31      | 0.00%             | 2033-01-17      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6170041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5504 | PA      | $5246.28      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2024-11-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183371602.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14051 | PA      | $11045.16     | 0.00%             | 2024-11-24      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       449 | PA      | $30.80        | 0.00%             | 2024-11-21      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182883867.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6042 | PA      | $5855.84      | 0.00%             | 2026-11-03      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171504.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $335.48       | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5555227.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2864 | PA      | $2774.00      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837946.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3281 | PA      | $3142.73      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10156986.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17947 | PA      | $18017.77     | 0.00%             | 2026-10-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10750 | PA      | $9941.53      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991038306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $131.13       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991307842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.76         | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2954 | PA      | $2835.01      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150646.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $37.87        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612081.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2593 | PA      | $187.61       | 0.00%             | 2024-08-23      | Fixed         | 22.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4902 | PA      | $4702.79      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09280276.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16262 | PA      | $16551.42     | 0.00%             | 2026-07-09      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5133672.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       633 | PA      | $467.07       | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072862.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1494 | PA      | $1048.51      | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991065027.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       978 | PA      | $992.18       | 0.00%             | 2024-11-17      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5208597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1933 | PA      | $1656.55      | 0.00%             | 2023-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $212.39       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1731 | PA      | $1594.82      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616977.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2332 | PA      | $2310.48      | 0.00%             | 2026-08-24      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183224681.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13164 | PA      | $12715.50     | 0.00%             | 2026-11-15      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7164 | PA      | $6918.62      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10148177.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12280 | PA      | $12256.52     | 0.00%             | 2024-10-01      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2768 | PA      | $2616.86      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991381398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1047 | PA      | $1040.33      | 0.00%             | 2024-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $168.85       | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4973879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $778.24       | 0.00%             | 2023-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216803.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4476 | PA      | $4665.89      | 0.00%             | 2024-12-08      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616803.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4147 | PA      | $4141.03      | 0.00%             | 2026-08-24      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991327245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $214.42       | 0.00%             | 2024-12-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351915.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61093 | PA      | $56627.89     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183866022.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8565 | PA      | $8346.85      | 0.00%             | 2026-12-28      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618000.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4346 | PA      | $4312.22      | 0.00%             | 2024-08-24      | Fixed         | 16.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $594.08       | 0.00%             | 2024-11-11      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5274762.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $434.00       | 0.00%             | 2023-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5289625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $1102.55      | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222328.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17366 | PA      | $17211.65     | 0.00%             | 2026-12-10      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102904.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $105.12       | 0.00%             | 2024-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184036706.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4285 | PA      | $4214.63      | 0.00%             | 2026-12-10      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2439 | PA      | $2111.38      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255006.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5322 | PA      | $5008.78      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184147.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $127.85       | 0.00%             | 2023-11-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991345307.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $118.37       | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133962.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $88.24        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991305149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $1401.56      | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3891 | PA      | $2998.23      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184342759.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8730 | PA      | $405.81       | 0.00%             | 2024-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36179W7H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5453677 | PA      | $4718476.42   | 0.13%             | 2052-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140485.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $408.67       | 0.00%             | 2023-11-24      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5064367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1896 | PA      | $1857.67      | 0.00%             | 2023-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991293772.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       510 | PA      | $517.66       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630456.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12088 | PA      | $11671.06     | 0.00%             | 2026-09-27      | Fixed         | 12.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5748958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2581 | PA      | $2526.57      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991054425.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $170.67       | 0.00%             | 2024-11-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6212695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10730 | PA      | $10166.42     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073355.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4286 | PA      | $4269.62      | 0.00%             | 2026-11-18      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $320.19       | 0.00%             | 2023-11-28      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5881197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4487 | PA      | $4241.42      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4925 | PA      | $4751.27      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183796732.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5662 | PA      | $5611.70      | 0.00%             | 2024-12-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182761588.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16732 | PA      | $16279.16     | 0.00%             | 2026-11-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218180.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5769 | PA      | $5427.31      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1717 | PA      | $1673.54      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178835.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $1683.21      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612668.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9324 | PA      | $651.40       | 0.00%             | 2027-01-23      | Fixed         | 29.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5472 | PA      | $5292.92      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.15        | 0.00%             | 2024-11-08      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $944.73       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219211.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4058 | PA      | $4019.64      | 0.00%             | 2027-05-10      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.77        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991341216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $441.01       | 0.00%             | 2024-12-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1611869.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1190 | PA      | $1191.55      | 0.00%             | 2024-08-23      | Fixed         | 19.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6337151.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47597 | PA      | $44140.30     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255163.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $199.43       | 0.00%             | 2024-11-25      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074658.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8560 | PA      | $8527.19      | 0.00%             | 2026-11-18      | Fixed         | 22.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $1.72         | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168037.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $150.23       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $210.69       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10463469.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42040 | PA      | $42522.97     | 0.00%             | 2026-10-24      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183695987.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14194 | PA      | $13836.67     | 0.00%             | 2024-12-03      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10293482.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12969 | PA      | $13126.93     | 0.00%             | 2026-08-22      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991385756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $1029.40      | 0.00%             | 2024-12-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5452806.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25718 | PA      | $23803.15     | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       323 | PA      | $325.88       | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24773171.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.32        | 0.00%             | 2027-11-29      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2000077.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12258 | PA      | $12130.83     | 0.00%             | 2026-11-08      | Fixed         | 12.06%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183818205.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16848 | PA      | $16686.14     | 0.00%             | 2024-12-06      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184243930.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4164 | PA      | $4133.66      | 0.00%             | 2024-12-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1694399.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2522 | PA      | $2505.49      | 0.00%             | 2026-09-13      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4861849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3764 | PA      | $1413.95      | 0.00%             | 2023-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1634613.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7764 | PA      | $7488.44      | 0.00%             | 2026-09-21      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106317.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $441.35       | 0.00%             | 2024-11-12      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991405894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1812 | PA      | $1837.20      | 0.00%             | 2024-12-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875845.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3092 | PA      | $2386.26      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12227846.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17078 | PA      | $17220.36     | 0.00%             | 2025-03-01      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10646 | PA      | $9839.17      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6151011.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       893 | PA      | $801.80       | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2334 | PA      | $2226.19      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $218.57       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184443285.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26661 | PA      | $4793.69      | 0.00%             | 2024-12-27      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5689977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3120 | PA      | $3029.73      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991387.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3757 | PA      | $2223.19      | 0.00%             | 2026-11-08      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11210666.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16658 | PA      | $16863.56     | 0.00%             | 2025-11-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088947.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $426.13       | 0.00%             | 2024-11-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991241045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $58.22        | 0.00%             | 2024-11-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $181.49       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991244834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1404 | PA      | $1146.48      | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218508.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4983 | PA      | $4927.94      | 0.00%             | 2027-05-09      | Fixed         | 20.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308644.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4974 | PA      | $4663.22      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6273847.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       909 | PA      | $836.71       | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11306679.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3746 | PA      | $3778.19      | 0.00%             | 2024-01-08      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31409CVM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95275 | PA      | $98802.26     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069647.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4321 | PA      | $4291.52      | 0.00%             | 2026-11-18      | Fixed         | 24.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214210.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4303 | PA      | $4230.69      | 0.00%             | 2026-12-09      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994083.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9124 | PA      | $652.31       | 0.00%             | 2024-11-08      | Fixed         | 29.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214435.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20891 | PA      | $20674.92     | 0.00%             | 2026-12-09      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4980302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7304 | PA      | $4499.01      | 0.00%             | 2023-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $267.79       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       618 | PA      | $610.99       | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081467.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $486.31       | 0.00%             | 2023-11-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.05        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183279.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $29.61        | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183267202.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12252 | PA      | $11807.19     | 0.00%             | 2026-11-17      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $233.21       | 0.00%             | 2024-12-08      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214196.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5254 | PA      | $5209.13      | 0.00%             | 2026-12-10      | Fixed         | 23.98%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $4492960.95   | 0.13%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219222.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3359 | PA      | $3335.81      | 0.00%             | 2026-12-10      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1114.26      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585193.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $971.98       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616336.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5200 | PA      | $1531.01      | 0.00%             | 2026-08-24      | Fixed         | 26.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220216.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16000 | PA      | $15854.76     | 0.00%             | 2026-12-10      | Fixed         | 9.67%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183139110.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30445 | PA      | $5475.76      | 0.00%             | 2026-11-12      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4592572.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       449 | PA      | $255.64       | 0.00%             | 2023-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5111943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       851 | PA      | $157.77       | 0.00%             | 2023-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073859.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1851 | PA      | $1844.33      | 0.00%             | 2026-11-18      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324458.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $228.12       | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202979.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $190.48       | 0.00%             | 2024-12-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6219740.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6985 | PA      | $6616.86      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $912.05       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125159.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $94.28        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $563.59       | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $341.62       | 0.00%             | 2023-11-12      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2427 | PA      | $2262.14      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225720.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $0.59         | 0.00%             | 2027-12-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259003.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48679 | PA      | $46245.93     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074593.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1429 | PA      | $1410.10      | 0.00%             | 2027-04-18      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $549.07       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296MF53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4425 | PA      | $4545.26      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910423.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23998 | PA      | $18266.98     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991520646.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $91.15        | 0.00%             | 2024-12-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628129.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3779 | PA      | $3667.48      | 0.00%             | 2024-09-28      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221624.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       678 | PA      | $665.54       | 0.00%             | 2024-12-10      | Fixed         | 24.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614292.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       612 | PA      | $608.37       | 0.00%             | 2024-08-24      | Fixed         | 22.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $68.30        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166957.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $910.22       | 0.00%             | 2024-11-29      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103303.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $232.32       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33575 | PA      | $26256.50     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216952.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14689 | PA      | $14571.12     | 0.00%             | 2026-12-09      | Fixed         | 8.42%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.84         | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5233985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2581 | PA      | $2393.38      | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721143.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $776.38       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106222.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3472 | PA      | $2239.65      | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.11         | 0.00%             | 2028-02-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175105.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $56.41        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $92.18        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224639.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $287.92       | 0.00%             | 2024-11-14      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024317.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $308.71       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202EUV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79719 | PA      | $85255.02     | 0.00%             | 2038-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182329589.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7134 | PA      | $6988.54      | 0.00%             | 2026-10-30      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4777 | PA      | $4623.51      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183154424.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9331 | PA      | $9264.48      | 0.00%             | 2024-11-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613141.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4815 | PA      | $4760.10      | 0.00%             | 2026-08-23      | Fixed         | 18.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615022.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5007 | PA      | $5000.40      | 0.00%             | 2026-08-24      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617870.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18319 | PA      | $1295.06      | 0.00%             | 2026-08-24      | Fixed         | 25.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991250306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.23        | 0.00%             | 2024-11-26      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876731.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2502 | PA      | $2476.66      | 0.00%             | 2026-10-19      | Fixed         | 30.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $225.91       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991242367.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $103.49       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                      | TransCanada PipeLines Ltd.                                                         | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $3322810.62   | 0.09%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166982.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $82.78        | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215957.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1781 | PA      | $1677.42      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147217.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $51.54        | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3532 | PA      | $3312.70      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219455.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1402 | PA      | $98.07        | 0.00%             | 2026-12-10      | Fixed         | 30.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043316.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5677 | PA      | $5445.72      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3132CWWJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4980689 | PA      | $4658791.49   | 0.13%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112013.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $314.97       | 0.00%             | 2024-11-24      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209167.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $1258.62      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5218743.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14598 | PA      | $6771.04      | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172701.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $231.51       | 0.00%             | 2023-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147932.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6099 | PA      | $5750.79      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218521.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3077 | PA      | $99.00        | 0.00%             | 2026-12-09      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154797.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       625 | PA      | $624.75       | 0.00%             | 2024-11-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       388 | PA      | $396.95       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184448743.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7755 | PA      | $7710.63      | 0.00%             | 2024-12-27      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5582734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1701 | PA      | $1644.59      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4976894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2452 | PA      | $398.99       | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5962328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17832 | PA      | $16929.79     | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613022.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4972 | PA      | $4971.67      | 0.00%             | 2026-08-23      | Fixed         | 25.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105680.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $99.98        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6899 | PA      | $6474.82      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991278450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $182.89       | 0.00%             | 2024-12-17      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8362 | PA      | $8143.89      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918939.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2968 | PA      | $2870.76      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5535161.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1592.86      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991427925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.40        | 0.00%             | 2023-12-10      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4866438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $164.23       | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $1322.58      | 0.00%             | 2024-02-19      | 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        |   2600000 | PA      | $1648400.00   | 0.05%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163434307.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $137.11       | 0.00%             | 2033-02-17      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5281807.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $419.40       | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080857.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3964 | PA      | $4042.50      | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215585.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43225 | PA      | $42631.86     | 0.00%             | 2026-12-09      | Fixed         | 21.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6813 | PA      | $6027.38      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134268.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $255.05       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989805.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12669 | PA      | $12488.42     | 0.00%             | 2026-11-08      | Fixed         | 17.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $161.05       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173938930.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3968 | PA      | $181.39       | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $235.84       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6007091.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23234 | PA      | $18678.67     | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991345796.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $992.54       | 0.00%             | 2024-11-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $241.92       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2307 | PA      | $2212.88      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174333350.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5404 | PA      | $0.00         | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627618.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8666 | PA      | $8355.40      | 0.00%             | 2026-09-21      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991418045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.63        | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655751.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3366 | PA      | $3260.27      | 0.00%             | 2024-10-27      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183793588.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5962 | PA      | $5805.77      | 0.00%             | 2026-12-10      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615113.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2692 | PA      | $2689.00      | 0.00%             | 2026-08-24      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       368 | PA      | $374.06       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991227450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $215.35       | 0.00%             | 2024-11-27      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704947.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $361.85       | 0.00%             | 2024-09-13      | Fixed         | 17.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3872 | PA      | $3456.12      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3635 | PA      | $3365.69      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994230.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3327 | PA      | $3277.90      | 0.00%             | 2026-11-08      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $1277.80      | 0.00%             | 2024-12-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4821611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $178.17       | 0.00%             | 2023-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183447683.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16536 | PA      | $16348.07     | 0.00%             | 2026-11-29      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $284.55       | 0.00%             | 2024-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151364.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $384.01       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260609.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.58         | 0.00%             | 2024-11-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611388.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20437 | PA      | $19610.22     | 0.00%             | 2026-08-19      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991082502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $297.84       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6006536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3454 | PA      | $2280.30      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $226.82       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877753.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3032 | PA      | $2148.65      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $568.98       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $761.11       | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218883.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6854 | PA      | $6793.96      | 0.00%             | 2026-12-10      | Fixed         | 30.53%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10362761.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13584 | PA      | $13710.37     | 0.00%             | 2026-10-24      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991313868.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $17.27        | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279256.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $138.20       | 0.00%             | 2024-12-17      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $407.57       | 0.00%             | 2024-11-28      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123946.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $691.98       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11306703.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19466 | PA      | $19661.10     | 0.00%             | 2026-12-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184034650.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8210 | PA      | $8162.35      | 0.00%             | 2024-12-27      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2789 | PA      | $2687.80      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060645.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $302.51       | 0.00%             | 2024-11-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09634185.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19364 | PA      | $19731.88     | 0.00%             | 2025-08-22      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182184928.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18596 | PA      | $2413.10      | 0.00%             | 2026-10-30      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $1509.83      | 0.00%             | 2024-11-24      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.69        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2071058.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2110 | PA      | $2102.39      | 0.00%             | 2026-11-18      | Fixed         | 30.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11810344.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22870 | PA      | $22961.15     | 0.00%             | 2027-02-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217960.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4452 | PA      | $4413.83      | 0.00%             | 2026-12-09      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09302995.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7532 | PA      | $7658.20      | 0.00%             | 2025-07-10      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5132810.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $615.44       | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217932.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12236 | PA      | $12034.27     | 0.00%             | 2027-05-09      | Fixed         | 21.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.82         | 0.00%             | 2024-11-22      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $8.36         | 0.00%             | 2024-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183804788.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2900 | PA      | $2305.91      | 0.00%             | 2025-03-23      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098153.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.44         | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $0.00         | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616224.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1116 | PA      | $1111.49      | 0.00%             | 2026-08-24      | Fixed         | 21.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60906 | PA      | $58856.41     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5502597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8011 | PA      | $5628.35      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $68.94        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5897399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2433 | PA      | $2365.15      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219263.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5157 | PA      | $1458.22      | 0.00%             | 2025-05-10      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $1523.58      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4871928.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $421.78       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5766260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5793 | PA      | $5649.57      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861442.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $402.36       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879230.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4030 | PA      | $3996.74      | 0.00%             | 2024-10-19      | Fixed         | 12.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289078.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.01         | 0.00%             | 2027-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $241.74       | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182736.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $133.69       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991423168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $813.91       | 0.00%             | 2024-12-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620896.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2685 | PA      | $196.51       | 0.00%             | 2024-08-25      | Fixed         | 7.97%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988359.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4134 | PA      | $4089.64      | 0.00%             | 2026-11-08      | Fixed         | 14.56%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10156862.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39384 | PA      | $39663.90     | 0.00%             | 2026-08-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5719399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38281 | PA      | $34543.92     | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991312754.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $5.61         | 0.00%             | 2024-12-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.24        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235504.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4374 | PA      | $4121.10      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990332.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10160 | PA      | $10019.08     | 0.00%             | 2027-04-08      | Fixed         | 24.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $411.18       | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2833 | PA      | $2691.88      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5134858.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $189.41       | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1277 | PA      | $920.88       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994652.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14540 | PA      | $14420.40     | 0.00%             | 2026-11-08      | Fixed         | 9.68%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $1770.30      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191694.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.08        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1419 | PA      | $1487.58      | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184273574.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17266 | PA      | $17029.38     | 0.00%             | 2024-12-17      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $124.96       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $800.28       | 0.00%             | 2026-12-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $210.41       | 0.00%             | 2024-11-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991380303.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $894.98       | 0.00%             | 2024-12-20      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6058395.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17206 | PA      | $16229.27     | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155188.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $182.88       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6302213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3344 | PA      | $3081.27      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184379539.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25418 | PA      | $24050.30     | 0.00%             | 2027-01-02      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116274.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.27        | 0.00%             | 2023-11-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183299280.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13131 | PA      | $13039.72     | 0.00%             | 2024-11-16      | Fixed         | 13.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5625640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17200 | PA      | $16425.78     | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128884.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.23        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $1031.93      | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       736 | PA      | $691.97       | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2412 | PA      | $2327.12      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123389.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5467 | PA      | $4797.93      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09081945.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14552 | PA      | $1690.42      | 0.00%             | 2026-06-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5613593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3120 | PA      | $2976.49      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6302942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5313 | PA      | $4921.30      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694342.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3016 | PA      | $3015.38      | 0.00%             | 2025-02-02      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945358.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33296 | PA      | $32260.22     | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611110.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14603 | PA      | $14573.90     | 0.00%             | 2026-08-23      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183959313.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10642 | PA      | $3830.47      | 0.00%             | 2024-12-09      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143772.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $130.17       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991042512.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $233.07       | 0.00%             | 2024-10-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160522.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $101.70       | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991339062.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $126.42       | 0.00%             | 2024-12-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $494.70       | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089448.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $415.74       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187695.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $152.72       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120820.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $567.40       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $19.38        | 0.00%             | 2024-11-29      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3068 | PA      | $2726.87      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991246744.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $675.34       | 0.00%             | 2024-11-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150241.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1018 | PA      | $1058.21      | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586701.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15205 | PA      | $12598.77     | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                            | CUSIP: 77586RAC4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   9500000 | PA      | $9101427.50   | 0.26%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.11        | 0.00%             | 2024-12-01      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183000324.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5529 | PA      | $5397.04      | 0.00%             | 2026-11-23      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705071.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9092 | PA      | $634.53       | 0.00%             | 2026-09-13      | Fixed         | 30.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991400429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $253.55       | 0.00%             | 2023-12-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3132FCBN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2800171 | PA      | $2883405.14   | 0.08%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $1244.28      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1248 | PA      | $1272.77      | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6194180.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3553 | PA      | $3296.93      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991332633.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $52.84        | 0.00%             | 2024-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943745.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2902 | PA      | $2640.23      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1694396.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7870 | PA      | $7790.06      | 0.00%             | 2026-09-13      | Fixed         | 11.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $93.31        | 0.00%             | 2024-11-23      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618133.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1281 | PA      | $1240.43      | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5061477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5939 | PA      | $2577.35      | 0.00%             | 2023-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074321.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       761 | PA      | $752.36       | 0.00%             | 2024-11-18      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276787.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $121.56       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991014634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       838 | PA      | $858.01       | 0.00%             | 2024-11-08      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10683987.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32402 | PA      | $32897.19     | 0.00%             | 2026-11-16      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659130.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11607 | PA      | $11053.87     | 0.00%             | 2026-11-09      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991018932.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $395.69       | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1611723.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6728 | PA      | $6718.73      | 0.00%             | 2026-08-24      | Fixed         | 28.21%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646087.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1241 | PA      | $1231.45      | 0.00%             | 2026-11-05      | Fixed         | 11.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991340225.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $1188.74      | 0.00%             | 2024-11-27      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991075517.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.56         | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672670.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5817 | PA      | $5603.23      | 0.00%             | 2026-12-14      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10169709.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21492 | PA      | $21808.35     | 0.00%             | 2026-08-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1643 | PA      | $1511.71      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2081 | PA      | $1713.80      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.60        | 0.00%             | 2023-11-27      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165285.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $0.00         | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $124.38       | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11388022.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6790 | PA      | $6813.73      | 0.00%             | 2024-12-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09281875.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20886 | PA      | $21187.05     | 0.00%             | 2026-06-20      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991382180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $665.53       | 0.00%             | 2023-12-02      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4768 | PA      | $4542.99      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $116.22       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173666949.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7278 | PA      | $7040.82      | 0.00%             | 2026-01-25      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $216.56       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183975067.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3482 | PA      | $3455.26      | 0.00%             | 2024-12-20      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146514.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $269.61       | 0.00%             | 2024-11-28      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183687642.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20641 | PA      | $3711.41      | 0.00%             | 2026-12-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6109049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63385 | PA      | $59532.29     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08999101.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8873 | PA      | $9083.87      | 0.00%             | 2026-05-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165799463.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6650 | PA      | $6014.38      | 0.00%             | 2025-03-31      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174929.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.74        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163825750.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $545.76       | 0.00%             | 2032-12-26      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991243902.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $585.81       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122796.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $26.81        | 0.00%             | 2024-11-13      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.74        | 0.00%             | 2024-11-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5123149.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $682.03       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101279.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       490 | PA      | $33.85        | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216265.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4323 | PA      | $4282.62      | 0.00%             | 2026-12-09      | Fixed         | 21.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5941411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6966 | PA      | $6679.92      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5974658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3733 | PA      | $3463.96      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $236.83       | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606436.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3182 | PA      | $3268.00      | 0.00%             | 2024-08-17      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183586.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $111.29       | 0.00%             | 2024-11-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6316201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6235 | PA      | $5761.74      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5647285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4754 | PA      | $4480.35      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 168563219.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10619 | PA      | $9875.16      | 0.00%             | 2025-03-19      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6168543.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3209 | PA      | $3042.94      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5976823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22865 | PA      | $21519.11     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11306747.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13369 | PA      | $13555.44     | 0.00%             | 2026-12-28      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255753.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $52.68        | 0.00%             | 2023-12-15      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10234140.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35494 | PA      | $35933.75     | 0.00%             | 2026-10-01      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1978 | PA      | $858.36       | 0.00%             | 2023-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991049873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $1042.39      | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63936 | PA      | $46667.10     | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720094.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9186 | PA      | $8584.58      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5808680.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $480.57       | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2390 | PA      | $2381.31      | 0.00%             | 2024-11-27      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       696 | PA      | $691.99       | 0.00%             | 2024-12-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991061718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $163.67       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991228177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $138.71       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $24.20        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222930.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $251.55       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262339.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $59.70        | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115818.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $93.22        | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188661.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $3.16         | 0.00%             | 2023-11-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.96        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636926.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9050 | PA      | $8732.03      | 0.00%             | 2026-09-24      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6005 | PA      | $5655.63      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191303.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2152 | PA      | $2192.99      | 0.00%             | 2024-12-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1605440.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3003 | PA      | $2934.49      | 0.00%             | 2024-08-16      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5453 | PA      | $5242.04      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.31        | 0.00%             | 2023-11-28      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955753.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $221.68       | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.59        | 0.00%             | 2023-11-09      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208366.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $91.87        | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.60        | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267091.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2466 | PA      | $2437.31      | 0.00%             | 2024-11-21      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $117.88       | 0.00%             | 2024-11-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184109137.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12767 | PA      | $12235.17     | 0.00%             | 2026-12-14      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6316102.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    111141 | PA      | $104159.19    | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991511457.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $0.00         | 0.00%             | 2027-10-17      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183669687.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25260 | PA      | $0.00         | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165130758.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2076 | PA      | $2051.32      | 0.00%             | 2033-01-31      | Fixed         | 6.46%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $83.25        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.95        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31147 | PA      | $28918.89     | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999593.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1412 | PA      | $1394.22      | 0.00%             | 2024-11-08      | Fixed         | 28.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10177 | PA      | $9663.17      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991303511.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $78.45        | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201913.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $80.72        | 0.00%             | 2024-11-16      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6250130.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4637 | PA      | $4358.39      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.02        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $239.23       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081962.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $224.81       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5897918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $401.70       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991305111.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1328 | PA      | $1318.70      | 0.00%             | 2024-12-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115014.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $151.94       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $199.14       | 0.00%             | 2023-11-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $1923.33      | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991448015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $468.95       | 0.00%             | 2023-12-21      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170960.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $148.21       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4776067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3461 | PA      | $990.48       | 0.00%             | 2023-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991431975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $371.97       | 0.00%             | 2024-12-19      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183354385.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4086 | PA      | $4046.11      | 0.00%             | 2024-12-03      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2026 | PA      | $58.14        | 0.00%             | 2024-11-26      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4648952.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $117.16       | 0.00%             | 2023-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5716599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3696 | PA      | $3550.88      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4574 | PA      | $2823.04      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                 | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4461876.99   | 0.13%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877167.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4688 | PA      | $4664.17      | 0.00%             | 2026-10-19      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618890.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2155 | PA      | $2144.69      | 0.00%             | 2024-08-25      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5558679.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1537 | PA      | $1218.85      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $105.03       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991393173.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $18.06        | 0.00%             | 2024-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5559238.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8885 | PA      | $7767.96      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $542.69       | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614289.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2743 | PA      | $194.64       | 0.00%             | 2026-08-24      | Fixed         | 24.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $145.82       | 0.00%             | 2024-11-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995369.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6414 | PA      | $6360.24      | 0.00%             | 2026-11-08      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224682.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.12         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075044.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3272 | PA      | $3244.20      | 0.00%             | 2026-11-18      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184274221.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27711 | PA      | $2607.79      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620511.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1488 | PA      | $440.20       | 0.00%             | 2026-08-25      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091300.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $268.50       | 0.00%             | 2024-11-21      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182332114.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1328 | PA      | $1335.33      | 0.00%             | 2024-10-18      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616789.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $1115.65      | 0.00%             | 2024-08-24      | Fixed         | 21.29%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184248952.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12713 | PA      | $599.33       | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12213871.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18009 | PA      | $18054.13     | 0.00%             | 2027-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184445591.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13941 | PA      | $13861.47     | 0.00%             | 2024-12-27      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183882847.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7210 | PA      | $2704.42      | 0.00%             | 2024-12-07      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11320504.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16984 | PA      | $17096.15     | 0.00%             | 2026-12-22      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672340.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15982 | PA      | $9551.60      | 0.00%             | 2025-11-14      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880791.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2644 | PA      | $198.36       | 0.00%             | 2026-10-19      | Fixed         | 14.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036128.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $62.73        | 0.00%             | 2024-11-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2209708.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1313 | PA      | $1301.91      | 0.00%             | 2026-12-10      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $603.55       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211764.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $78.25        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5608438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3226 | PA      | $2840.09      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $5.49         | 0.00%             | 2024-11-28      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617037.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8086 | PA      | $8085.20      | 0.00%             | 2026-08-24      | Fixed         | 21.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5727061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2883 | PA      | $2826.78      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09797956.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11766 | PA      | $11927.03     | 0.00%             | 2025-08-13      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215396.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3745 | PA      | $3715.83      | 0.00%             | 2026-12-09      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072505.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2267 | PA      | $2184.01      | 0.00%             | 2027-04-18      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6317173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $754.94       | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665885.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20598 | PA      | $19596.87     | 0.00%             | 2026-11-09      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       730 | PA      | $726.70       | 0.00%             | 2024-11-18      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879927.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3473 | PA      | $3450.67      | 0.00%             | 2024-10-19      | Fixed         | 13.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705213.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5143 | PA      | $5110.84      | 0.00%             | 2026-09-13      | Fixed         | 29.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $6.15         | 0.00%             | 2023-08-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991345917.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       889 | PA      | $878.59       | 0.00%             | 2024-12-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.60        | 0.00%             | 2023-07-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $154.51       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1615534.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $977.10       | 0.00%             | 2024-08-27      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $584.23       | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5556703.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $850.69       | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991335642.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $108.87       | 0.00%             | 2023-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149515.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $598.69       | 0.00%             | 2024-11-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991078051.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $297.42       | 0.00%             | 2024-11-19      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10191 | PA      | $9558.56      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197902.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5713 | PA      | $5699.21      | 0.00%             | 2024-11-27      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.15        | 0.00%             | 2023-12-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5711269.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1842 | PA      | $1784.98      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $146.82       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991045741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $111.54       | 0.00%             | 2023-11-10      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5499836.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $198.34       | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606808.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3192 | PA      | $2200.86      | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.30        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991384387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $751.33       | 0.00%             | 2024-12-13      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4910039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4485 | PA      | $1150.87      | 0.00%             | 2023-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183351808.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9769 | PA      | $9648.39      | 0.00%             | 2024-11-19      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891940.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1075 | PA      | $980.41       | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09776210.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17679 | PA      | $17657.55     | 0.00%             | 2024-10-04      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $79.59        | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991360797.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $239.79       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182925976.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6743 | PA      | $6543.70      | 0.00%             | 2026-11-03      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998016.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4763 | PA      | $4718.10      | 0.00%             | 2026-11-08      | Fixed         | 25.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18263 | PA      | $16129.53     | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10170358.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20581 | PA      | $20550.06     | 0.00%             | 2024-10-01      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215028.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $723.86       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129823.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $132.56       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1618 | PA      | $1484.72      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221318.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2099 | PA      | $2080.39      | 0.00%             | 2026-12-10      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $21.47        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2063418.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3358 | PA      | $3321.64      | 0.00%             | 2026-11-18      | Fixed         | 18.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833199.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20425 | PA      | $19805.85     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10650694.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17815 | PA      | $1766.79      | 0.00%             | 2026-10-02      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $299.15       | 0.00%             | 2024-11-18      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12247637.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27506 | PA      | $27643.89     | 0.00%             | 2027-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184389245.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20382 | PA      | $19990.41     | 0.00%             | 2024-12-23      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184074389.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7287 | PA      | $7226.84      | 0.00%             | 2024-12-13      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4520 | PA      | $3734.98      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991078886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $102.23       | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1862143.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2911 | PA      | $2763.86      | 0.00%             | 2026-10-19      | Fixed         | 22.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980937.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6210 | PA      | $5392.12      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183841644.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11244 | PA      | $10792.83     | 0.00%             | 2026-12-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147547.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       666 | PA      | $52.99        | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $78.39        | 0.00%             | 2023-11-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217244.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $4253.51      | 0.00%             | 2026-12-09      | Fixed         | 21.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819098.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11010 | PA      | $10598.10     | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1233 | PA      | $1247.32      | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10196365.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35985 | PA      | $36533.75     | 0.00%             | 2025-08-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                                 | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3635812.07   | 0.10%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10663520.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30462 | PA      | $30887.78     | 0.00%             | 2026-09-30      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996138.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6378 | PA      | $934.36       | 0.00%             | 2026-11-08      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070214.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $1925.67      | 0.00%             | 2026-11-18      | Fixed         | 8.60%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216465.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1708 | PA      | $1683.99      | 0.00%             | 2026-12-09      | Fixed         | 18.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614841.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2432 | PA      | $2428.39      | 0.00%             | 2026-08-24      | Fixed         | 27.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991295722.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $68.44        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       410 | PA      | $398.53       | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2841 | PA      | $2716.08      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $103.26       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182183875.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6573 | PA      | $6536.59      | 0.00%             | 2024-10-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 162038214.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $708.56       | 0.00%             | 2033-02-25      | Fixed         | 7.56%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410871.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3175 | PA      | $3131.54      | 0.00%             | 2026-07-09      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219042.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6686 | PA      | $6635.28      | 0.00%             | 2026-12-10      | Fixed         | 29.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2805 | PA      | $2695.92      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876338.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2971 | PA      | $2936.03      | 0.00%             | 2026-10-19      | Fixed         | 17.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12553 | PA      | $12148.99     | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991335766.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.87        | 0.00%             | 2024-12-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157436.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $334.07       | 0.00%             | 2024-11-30      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4645386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2483 | PA      | $1942.88      | 0.00%             | 2023-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $150.17       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209315.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.08        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $390.60       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $134.90       | 0.00%             | 2023-11-26      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09766134.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19528 | PA      | $19863.77     | 0.00%             | 2026-08-23      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $261.50       | 0.00%             | 2024-11-15      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6187304.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28562 | PA      | $27283.85     | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199463.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $67.06        | 0.00%             | 2024-11-29      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $387.08       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4102 | PA      | $3801.62      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148315.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1202 | PA      | $1224.16      | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617338.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2058 | PA      | $2054.34      | 0.00%             | 2026-08-24      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2587 | PA      | $2521.00      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $83.30        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840371.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8795 | PA      | $8420.52      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150477.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.28        | 0.00%             | 2024-11-28      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5139004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $887.06       | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5870457.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19640 | PA      | $18876.77     | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6176248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2457 | PA      | $2312.03      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991405926.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $100.02       | 0.00%             | 2024-12-09      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2895 | PA      | $2832.53      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606780.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6003 | PA      | $5869.10      | 0.00%             | 2026-08-25      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995188.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3772 | PA      | $269.10       | 0.00%             | 2026-11-08      | Fixed         | 28.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $127.49       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1406959.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2071 | PA      | $2042.27      | 0.00%             | 2026-07-09      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5150572.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3148 | PA      | $3086.41      | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878824.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3834 | PA      | $3816.81      | 0.00%             | 2026-10-19      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4582384.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       863 | PA      | $208.58       | 0.00%             | 2023-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196339.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $197.55       | 0.00%             | 2024-12-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183771895.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15571 | PA      | $15240.94     | 0.00%             | 2026-12-03      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991405158.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $194.59       | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149522.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1471 | PA      | $1388.03      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $209.44       | 0.00%             | 2024-11-11      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5570142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       690 | PA      | $671.10       | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $288.35       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $851.41       | 0.00%             | 2023-11-21      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211172.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       323 | PA      | $336.04       | 0.00%             | 2024-12-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991358554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $152.57       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706600.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6811 | PA      | $6779.23      | 0.00%             | 2026-09-13      | Fixed         | 28.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5246929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4521 | PA      | $2171.36      | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214935.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       639 | PA      | $180.58       | 0.00%             | 2026-12-09      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222110.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $2031.28      | 0.00%             | 2024-12-10      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Pikes Peak CLO 6                                                                | Pikes Peak CLO 6, Series 2020-6A, Class AR2                                        | CUSIP: 72132YAL9<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4461025.31   | 0.13%             | 2034-05-18      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991363340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.05        | 0.00%             | 2028-02-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611722.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6445 | PA      | $6371.40      | 0.00%             | 2026-08-23      | Fixed         | 19.13%                | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                | MPT Operating Partnership LP / MPT Finance Corp.                                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $981957.23    | 0.03%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989183.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10413 | PA      | $10237.45     | 0.00%             | 2025-04-08      | Fixed         | 20.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1000 | PA      | $0.00         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216544.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $247.41       | 0.00%             | 2023-11-22      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101044.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $233.48       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $1101.01      | 0.00%             | 2024-11-11      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $292.24       | 0.00%             | 2024-11-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890253.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       554 | PA      | $540.37       | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848303.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12893 | PA      | $12114.59     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204254.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.91         | 0.00%             | 2028-02-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5553098.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4485 | PA      | $4266.02      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194652.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.96        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705059.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4576 | PA      | $335.91       | 0.00%             | 2024-09-13      | Fixed         | 15.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177917.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $105.50       | 0.00%             | 2024-11-21      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6007440.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6557 | PA      | $6270.48      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19628 | PA      | $18656.15     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4840334.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1577 | PA      | $281.78       | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1535 | PA      | $1386.75      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5142960.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       977 | PA      | $798.77       | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1157 | PA      | $1099.80      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4674918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9934 | PA      | $2583.06      | 0.00%             | 2023-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6285 | PA      | $5350.54      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991441221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       451 | PA      | $446.04       | 0.00%             | 2024-12-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $223.26       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6208599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $167.40       | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152923.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $514.71       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702724.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1533 | PA      | $1484.98      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831741.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $86.82        | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178342.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $351.36       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5296361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $167.64       | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184343324.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18464 | PA      | $896.48       | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182862683.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7797 | PA      | $7498.90      | 0.00%             | 2024-11-08      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107307.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $95.10        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09448166.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21955 | PA      | $22378.83     | 0.00%             | 2026-07-07      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10746959.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24697 | PA      | $24964.92     | 0.00%             | 2026-10-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| FFCB                                                                            | Federal Farm Credit Banks                                                          | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |   9300000 | PA      | $7124870.15   | 0.20%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220292.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9127 | PA      | $9026.86      | 0.00%             | 2027-05-10      | Fixed         | 21.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223823.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.49        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616929.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8052 | PA      | $7962.83      | 0.00%             | 2026-08-24      | Fixed         | 19.05%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164583230.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2602 | PA      | $2594.09      | 0.00%             | 2033-01-10      | Fixed         | 6.46%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10402441.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2472 | PA      | $2486.96      | 0.00%             | 2023-10-05      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6132286.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $779.10       | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680760.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $1367.73      | 0.00%             | 2024-12-17      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31401MAU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11157 | PA      | $11350.58     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991356130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $123.41       | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 125000000 | PA      | $113593750.00 | 3.21%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216011.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1964 | PA      | $1947.35      | 0.00%             | 2026-12-09      | Fixed         | 31.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $158.26       | 0.00%             | 2024-11-24      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5556394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       976 | PA      | $924.77       | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996197.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3702 | PA      | $3674.06      | 0.00%             | 2026-11-08      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276679.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $851.13       | 0.00%             | 2024-12-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09343576.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9233 | PA      | $9171.13      | 0.00%             | 2024-07-10      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108360.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $0.60         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991250363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $4.08         | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $403.84       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $223.55       | 0.00%             | 2023-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $535.86       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8783 | PA      | $8620.01      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5379188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $592.77       | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182977352.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6713 | PA      | $6663.23      | 0.00%             | 2024-11-12      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995329.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6075 | PA      | $6028.30      | 0.00%             | 2026-11-08      | Fixed         | 26.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $0.00         | 0.00%             | 2024-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118095.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $168.45       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193917.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6179563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2629 | PA      | $2364.53      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12241564.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21157 | PA      | $21303.38     | 0.00%             | 2027-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11807428.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7805 | PA      | $7878.68      | 0.00%             | 2027-02-03      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194988.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $452.44       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054914.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73302 | PA      | $70154.87     | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5329971.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23909 | PA      | $22872.99     | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5123594.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $159.93       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033906.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $107.14       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1610348.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1436 | PA      | $0.00         | 0.00%             | 2024-08-24      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6265237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $877.43       | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612410.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4009 | PA      | $3966.62      | 0.00%             | 2026-08-23      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098979.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $525.18       | 0.00%             | 2024-11-19      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $160.18       | 0.00%             | 2023-11-28      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3168 | PA      | $3070.72      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184144886.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23586 | PA      | $22992.06     | 0.00%             | 2026-12-16      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992850.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7617 | PA      | $7441.37      | 0.00%             | 2025-04-08      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183603668.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15450 | PA      | $14882.85     | 0.00%             | 2026-12-15      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183129988.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15275 | PA      | $14807.54     | 0.00%             | 2026-12-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $295.30       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $524.95       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264889.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.59        | 0.00%             | 2024-11-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5317355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6408 | PA      | $6298.10      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $104.84       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $16685547.00  | 0.47%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991228941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $194.90       | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2458 | PA      | $2295.98      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5528153.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1157 | PA      | $1030.93      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $25.21        | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11663 | PA      | $11383.72     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $69.11        | 0.00%             | 2023-11-19      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959660.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12747 | PA      | $12351.43     | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877452.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25274 | PA      | $24129.79     | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $62.47        | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $108.22       | 0.00%             | 2024-12-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991343151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $0.39         | 0.00%             | 2027-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4904577.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1291 | PA      | $1044.37      | 0.00%             | 2023-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115955.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $70.47        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214819.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5009 | PA      | $4959.44      | 0.00%             | 2026-12-09      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5646131.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4376 | PA      | $4221.35      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7403 | PA      | $7192.39      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991074550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       909 | PA      | $602.11       | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1125 | PA      | $464.39       | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $676.14       | 0.00%             | 2024-11-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10044 | PA      | $9540.54      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991354806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $40.28        | 0.00%             | 2023-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171046663.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4993 | PA      | $4873.68      | 0.00%             | 2023-10-07      | Fixed         | 9.56%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165360980.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1787 | PA      | $0.00         | 0.00%             | 2033-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614068.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10742 | PA      | $10649.12     | 0.00%             | 2026-08-24      | Fixed         | 12.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $273.11       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659562.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13014 | PA      | $12661.99     | 0.00%             | 2026-11-09      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $672.48       | 0.00%             | 2024-11-12      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1997 | PA      | $1822.65      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991364308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $274.90       | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $486.17       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183541347.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7145 | PA      | $7126.24      | 0.00%             | 2024-12-06      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6249641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17802 | PA      | $16859.24     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618434.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $630.61       | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270871.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1564 | PA      | $1447.40      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991293334.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3165 | PA      | $3133.33      | 0.00%             | 2024-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $12.79        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5531547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       821 | PA      | $797.49       | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991094588.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $548.65       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6102 | PA      | $5901.65      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5517226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1202 | PA      | $1178.59      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157114.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $68.43        | 0.00%             | 2023-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991361899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.73        | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3764 | PA      | $3481.84      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074713.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6431 | PA      | $6111.62      | 0.00%             | 2026-11-18      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184150686.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8496 | PA      | $6518.77      | 0.00%             | 2026-12-20      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914204.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2423 | PA      | $2356.70      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6258212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10027 | PA      | $9482.67      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222423.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12738 | PA      | $7332.21      | 0.00%             | 2025-05-10      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130913.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       516 | PA      | $511.95       | 0.00%             | 2024-11-19      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203115.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.63        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214522.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4604 | PA      | $2772.86      | 0.00%             | 2024-12-09      | Fixed         | 26.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9112 | PA      | $8538.62      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2704 | PA      | $2676.56      | 0.00%             | 2024-11-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                            | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2084069.04   | 0.06%             | 2027-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.03        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6006811.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $516.48       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2141 | PA      | $2078.80      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115961.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.18         | 0.00%             | 2028-02-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2061676.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16560 | PA      | $16421.55     | 0.00%             | 2026-11-18      | Fixed         | 14.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337380.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $330.16       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774119.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4385 | PA      | $4265.75      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2108 | PA      | $1938.78      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $264.12       | 0.00%             | 2024-11-14      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $188.27       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991363302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.24         | 0.00%             | 2028-02-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5281081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1780 | PA      | $1611.19      | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157870.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $7.42         | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $114.52       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09058670.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6406 | PA      | $6523.88      | 0.00%             | 2025-04-27      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7289 | PA      | $6657.41      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991478310.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $203.69       | 0.00%             | 2024-12-16      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183649794.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22225 | PA      | $21972.29     | 0.00%             | 2026-11-30      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $149.60       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7447 | PA      | $7068.45      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10682601.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27232 | PA      | $14949.31     | 0.00%             | 2025-10-02      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616613.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14435 | PA      | $14413.19     | 0.00%             | 2026-08-24      | Fixed         | 23.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033770.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $96.28        | 0.00%             | 2023-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5030564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12250 | PA      | $11677.67     | 0.00%             | 2023-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.88         | 0.00%             | 2028-02-20      | Fixed         | 28.98%                | 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        |    141599 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991335538.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $0.54         | 0.00%             | 2027-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5501790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17361 | PA      | $13510.12     | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989271.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9969 | PA      | $9868.07      | 0.00%             | 2026-11-08      | Fixed         | 15.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $576.73       | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991489325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $83.20        | 0.00%             | 2024-12-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183566565.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11058 | PA      | $465.35       | 0.00%             | 2026-11-26      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.60        | 0.00%             | 2023-11-11      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4926237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7821 | PA      | $1813.63      | 0.00%             | 2023-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11378327.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10852 | PA      | $10895.64     | 0.00%             | 2026-01-07      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026735.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $26.71        | 0.00%             | 2024-11-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183504509.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12648 | PA      | $12511.82     | 0.00%             | 2024-11-26      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991021690.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $36.59        | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1861 | PA      | $1717.47      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10170244.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22671 | PA      | $22848.67     | 0.00%             | 2024-10-02      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $182.36       | 0.00%             | 2024-11-29      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636929.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6221 | PA      | $6033.75      | 0.00%             | 2024-09-24      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1785 | PA      | $1681.24      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09433384.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14574 | PA      | $2004.33      | 0.00%             | 2026-06-05      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6189533.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       516 | PA      | $376.79       | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       800 | PA      | $715.58       | 0.00%             | 2023-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11271721.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14209 | PA      | $14406.78     | 0.00%             | 2027-01-02      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286912.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1454 | PA      | $184.49       | 0.00%             | 2024-11-21      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $505.80       | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $99.62        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074361.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10405 | PA      | $10325.23     | 0.00%             | 2026-11-18      | Fixed         | 7.81%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $74.25        | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6017146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9930 | PA      | $8764.14      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.19         | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164538.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $73.53        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $675.75       | 0.00%             | 2024-11-18      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.04         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991235930.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $5.81         | 0.00%             | 2024-11-20      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $292.58       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184340869.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3716 | PA      | $3709.95      | 0.00%             | 2024-12-21      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184130928.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12976 | PA      | $12745.70     | 0.00%             | 2026-12-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $905.50       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1609525.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5395 | PA      | $5222.51      | 0.00%             | 2026-08-17      | Fixed         | 17.00%                | 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        |   3397004 | PA      | $3003802.12   | 0.08%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $146.95       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113695.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $440.76       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075006.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17113 | PA      | $4845.66      | 0.00%             | 2026-11-18      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09424879.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7195 | PA      | $7285.72      | 0.00%             | 2026-07-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991379124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10670881.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8421 | PA      | $8493.32      | 0.00%             | 2024-11-17      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $137.03       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681081.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8003 | PA      | $7823.32      | 0.00%             | 2026-12-20      | Fixed         | 11.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $128.83       | 0.00%             | 2023-12-15      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183268922.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16993 | PA      | $13363.26     | 0.00%             | 2024-11-22      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182924017.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16027 | PA      | $15755.29     | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $62.27        | 0.00%             | 2023-11-12      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167156729.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $356.05       | 0.00%             | 2033-02-24      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183562403.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10416 | PA      | $10184.52     | 0.00%             | 2026-12-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076172.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $71.61        | 0.00%             | 2023-11-18      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1611792.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5908 | PA      | $5899.21      | 0.00%             | 2026-08-23      | Fixed         | 28.67%                | No            |                  3 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | Kaiser Foundation Hospitals, Series 2019                                           | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  11270000 | PA      | $8826523.46   | 0.25%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21820 | PA      | $19978.84     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855247.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5943 | PA      | $5581.20      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991663.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8817 | PA      | $8743.62      | 0.00%             | 2026-11-08      | Fixed         | 21.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6139604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $681.99       | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $134.76       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991016307.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $263.40       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4761650.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7945 | PA      | $5613.41      | 0.00%             | 2023-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991020976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $406.06       | 0.00%             | 2024-11-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614231.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1578 | PA      | $1575.52      | 0.00%             | 2026-08-24      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991386872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $4.73         | 0.00%             | 2024-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14732 | PA      | $14003.87     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $69.61        | 0.00%             | 2023-11-28      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814315.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4016 | PA      | $3847.16      | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183977917.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21313 | PA      | $19963.78     | 0.00%             | 2026-12-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297749.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12849 | PA      | $7711.71      | 0.00%             | 2023-11-16      | 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 2019-31, Class PT | CUSIP: 21055FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    556376 | PA      | $520707.05    | 0.01%             | 2044-09-15      | Variable      | 15.47%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146647.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.80         | 0.00%             | 2023-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757294.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5660 | PA      | $4924.76      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $200.89       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30644 | PA      | $29201.90     | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991332591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $372.80       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184336095.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8365 | PA      | $8280.53      | 0.00%             | 2024-12-21      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991391034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $49.65        | 0.00%             | 2024-12-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991380031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       320 | PA      | $36.02        | 0.00%             | 2024-12-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08969780.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11424 | PA      | $11518.55     | 0.00%             | 2024-05-21      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15997 | PA      | $15576.58     | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991219806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $1037.58      | 0.00%             | 2024-12-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 990928675.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $142.60       | 0.00%             | 2024-10-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151147.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $1287.77      | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $198.32       | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12146298.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32146 | PA      | $32594.84     | 0.00%             | 2027-01-27      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207462.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.75         | 0.00%             | 2028-02-10      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991278388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.26        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $9.72         | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $256.32       | 0.00%             | 2024-11-20      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $30.43        | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $157.67       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.56        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200682.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $36.82        | 0.00%             | 2024-12-07      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15151 | PA      | $14619.61     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $204.00       | 0.00%             | 2023-11-14      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182488402.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4408 | PA      | $4366.32      | 0.00%             | 2024-11-04      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617004.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4770 | PA      | $4723.97      | 0.00%             | 2026-08-24      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $40.62        | 0.00%             | 2024-11-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $134.85       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08959542.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5544 | PA      | $5578.05      | 0.00%             | 2024-04-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5288100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $312.32       | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172382360.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7987 | PA      | $7750.04      | 0.00%             | 2025-12-15      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171236.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.70        | 0.00%             | 2023-11-21      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617127.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1895 | PA      | $1885.49      | 0.00%             | 2024-08-24      | Fixed         | 28.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4841078.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9487 | PA      | $4745.65      | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612446.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2903 | PA      | $2881.30      | 0.00%             | 2026-08-23      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171895.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819704.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5259 | PA      | $4794.15      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627600.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4925 | PA      | $4771.66      | 0.00%             | 2024-09-21      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182908610.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20150 | PA      | $19962.24     | 0.00%             | 2024-11-08      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136781.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $24.17        | 0.00%             | 2024-11-27      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4945981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22380 | PA      | $11710.38     | 0.00%             | 2023-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $197.37       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23816823.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7498 | PA      | $7883.57      | 0.00%             | 2024-10-24      | Fixed         | 25.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1399 | PA      | $1418.70      | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $141.80       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5578383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22459 | PA      | $14026.56     | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891281.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $643.51       | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171895455.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4207 | PA      | $4115.38      | 0.00%             | 2023-11-21      | Fixed         | 9.56%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4876097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $60.44        | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6146892.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2711 | PA      | $2438.25      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II                                                                            | CUSIP: 36202K7C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2500 | PA      | $2458.18      | 0.00%             | 2026-10-20      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991074802.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7499 | PA      | $7705.32      | 0.00%             | 2026-11-11      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $122.65       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275524.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.54        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11398498.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10944 | PA      | $10738.06     | 0.00%             | 2025-01-08      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5358027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7728 | PA      | $7103.71      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $-13.49       | -0.00%            | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148374.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $163.18       | 0.00%             | 2024-11-12      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184046281.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       842 | PA      | $835.27       | 0.00%             | 2024-12-13      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1875773.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4649 | PA      | $4612.20      | 0.00%             | 2024-10-19      | Fixed         | 28.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165694.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $678.37       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991242160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       384 | PA      | $390.57       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1886 | PA      | $1692.96      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                               | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1567609.17   | 0.04%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6106338.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7898 | PA      | $7567.66      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193777.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.96        | 0.00%             | 2023-11-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.98         | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $305.26       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6175658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16150 | PA      | $13672.93     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991235183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.92         | 0.00%             | 2028-02-13      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6172734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29249 | PA      | $28049.41     | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182379386.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18918 | PA      | $18602.67     | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991469894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       300 | PA      | $297.45       | 0.00%             | 2024-12-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706468.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1051 | PA      | $1036.94      | 0.00%             | 2024-09-13      | Fixed         | 26.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012159.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6090 | PA      | $5901.23      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062532.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $173.70       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $12.57        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5786518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3793 | PA      | $3720.76      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09016739.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24746 | PA      | $25180.97     | 0.00%             | 2026-05-29      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734003.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4966 | PA      | $4795.06      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202209.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $49.12        | 0.00%             | 2024-12-06      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865671.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7458 | PA      | $7271.41      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1634442.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7571 | PA      | $7299.82      | 0.00%             | 2026-09-21      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5326017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $234.26       | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.53         | 0.00%             | 2028-02-11      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6419 | PA      | $6092.30      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08989489.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7774 | PA      | $7985.36      | 0.00%             | 2026-05-28      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215859.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3641 | PA      | $3589.71      | 0.00%             | 2026-12-09      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953778.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1440 | PA      | $1322.56      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1009 | PA      | $214.90       | 0.00%             | 2024-11-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216376.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $93.24        | 0.00%             | 2023-11-10      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991287107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $321.91       | 0.00%             | 2024-12-19      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5766397.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2931 | PA      | $2838.61      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658554.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7427 | PA      | $0.00         | 0.00%             | 2026-11-08      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $0.96         | 0.00%             | 2027-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09440082.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16855 | PA      | $1691.35      | 0.00%             | 2026-07-06      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11237613.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9424 | PA      | $9557.05      | 0.00%             | 2026-11-19      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $756.30       | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $-8.90        | -0.00%            | 2024-11-10      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1251 | PA      | $1212.73      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977275.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12616 | PA      | $9340.71      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11394308.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15757 | PA      | $1702.07      | 0.00%             | 2024-11-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876692.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8142 | PA      | $8103.31      | 0.00%             | 2026-10-19      | Fixed         | 32.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65895 | PA      | $60276.55     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597543.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1664 | PA      | $1598.34      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105847.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $-35.62       | -0.00%            | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $83.03        | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5649756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1705 | PA      | $1464.08      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $171.96       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4866826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $189.67       | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183732977.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10313 | PA      | $10218.93     | 0.00%             | 2024-12-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12268 | PA      | $11466.57     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6139658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28417 | PA      | $26688.44     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614135.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12738 | PA      | $12722.30     | 0.00%             | 2026-08-24      | Fixed         | 30.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183694.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $134.69       | 0.00%             | 2024-11-12      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12249724.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7245 | PA      | $732.03       | 0.00%             | 2026-01-27      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $44.33        | 0.00%             | 2024-11-24      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $38.26        | 0.00%             | 2023-11-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.35        | 0.00%             | 2024-11-13      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6125355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20208 | PA      | $19220.97     | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $78.84        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991278212.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       827 | PA      | $862.91       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.02         | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2498 | PA      | $2403.07      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927749.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11858 | PA      | $11526.43     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876780.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3047 | PA      | $3015.63      | 0.00%             | 2024-10-19      | Fixed         | 7.17%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283HPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4539 | PA      | $4720.43      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1992892.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7976 | PA      | $7905.36      | 0.00%             | 2026-11-08      | Fixed         | 31.61%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184409698.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17338 | PA      | $17101.73     | 0.00%             | 2026-12-26      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603826.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1209 | PA      | $1178.94      | 0.00%             | 2024-08-12      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10243948.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16147 | PA      | $16287.22     | 0.00%             | 2025-10-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11823747.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9804 | PA      | $9951.72      | 0.00%             | 2027-02-11      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184213707.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24262 | PA      | $23928.40     | 0.00%             | 2024-12-16      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616218.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2108 | PA      | $2080.71      | 0.00%             | 2026-08-24      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.47        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219819.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17454 | PA      | $2529.88      | 0.00%             | 2026-12-10      | Fixed         | 28.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $268.49       | 0.00%             | 2024-11-27      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $31.17        | 0.00%             | 2024-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2291 | PA      | $2225.00      | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183461812.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16531 | PA      | $15957.91     | 0.00%             | 2026-12-09      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $422.43       | 0.00%             | 2024-11-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289027.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.58        | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8399 | PA      | $7303.32      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17196 | PA      | $16262.76     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12172287.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14259 | PA      | $14256.08     | 0.00%             | 2027-03-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069761.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       919 | PA      | $911.58       | 0.00%             | 2024-11-18      | Fixed         | 11.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156213.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $194.45       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $7.84         | 0.00%             | 2024-11-28      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $240.18       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5649083.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2316 | PA      | $2165.73      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215843.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $231.85       | 0.00%             | 2023-11-26      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706122.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7110 | PA      | $7064.53      | 0.00%             | 2026-09-13      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991281415.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.33         | 0.00%             | 2028-02-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991419474.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $250.01       | 0.00%             | 2023-12-13      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245820.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $422.20       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Hayfin US XII Ltd.                                                              | Hayfin US XII Ltd., Series 2018-9A, Class BR                                       | CUSIP: 42086QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14500000 | PA      | $14304071.73  | 0.40%             | 2031-04-28      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110204.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       636 | PA      | $632.33       | 0.00%             | 2024-11-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220009.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2093 | PA      | $1214.36      | 0.00%             | 2025-05-10      | Fixed         | 18.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991335350.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $4.46         | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267867.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6949 | PA      | $7081.09      | 0.00%             | 2024-12-15      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $425.38       | 0.00%             | 2024-11-21      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210095.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135079.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $284.36       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31412AQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113118 | PA      | $118640.33    | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $201.04       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19333 | PA      | $12304.87     | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.92        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210088.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $576.05       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10115186.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17250 | PA      | $17156.28     | 0.00%             | 2026-10-01      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $43.44        | 0.00%             | 2023-11-11      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5740188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $578.09       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1091 | PA      | $1118.06      | 0.00%             | 2024-11-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2745 | PA      | $1966.20      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612812.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5969 | PA      | $5958.52      | 0.00%             | 2024-08-23      | Fixed         | 18.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5265074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $375.23       | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153263.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.09        | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5678063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $207.91       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141300.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $412.27       | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616494.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8074 | PA      | $8075.61      | 0.00%             | 2026-08-24      | Fixed         | 21.88%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183478931.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5990 | PA      | $5909.36      | 0.00%             | 2026-11-26      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184358802.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8012 | PA      | $7754.74      | 0.00%             | 2026-12-21      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5992309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6077 | PA      | $5800.38      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222299.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5157 | PA      | $5086.47      | 0.00%             | 2026-12-10      | Fixed         | 20.17%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183773059.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10671 | PA      | $10638.10     | 0.00%             | 2024-12-03      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153886.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31973 | PA      | $26534.32     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183795092.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11156 | PA      | $11014.37     | 0.00%             | 2024-12-06      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991338974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $181.75       | 0.00%             | 2023-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10479777.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6490 | PA      | $6433.78      | 0.00%             | 2024-10-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $78.21        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $187.91       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177588.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1835 | PA      | $1911.26      | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991373067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $236.49       | 0.00%             | 2023-12-20      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991300522.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $430.02       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $734.94       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218065.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1295 | PA      | $1293.03      | 0.00%             | 2023-12-08      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996955.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1308 | PA      | $1298.18      | 0.00%             | 2026-11-08      | Fixed         | 27.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203929.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $20.02        | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4575 | PA      | $2366.68      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.10        | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09745779.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11186 | PA      | $11183.75     | 0.00%             | 2026-08-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188505.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $177.63       | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $240.99       | 0.00%             | 2024-11-21      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6042294.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19622 | PA      | $17116.36     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12223796.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22637 | PA      | $22633.67     | 0.00%             | 2026-03-11      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.25        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $426.08       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1944 | PA      | $1843.36      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5325 | PA      | $5103.55      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $187.23       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1611006.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16573 | PA      | $16445.59     | 0.00%             | 2026-08-23      | Fixed         | 15.64%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31413APT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       412 | PA      | $419.50       | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183425417.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9991 | PA      | $9879.22      | 0.00%             | 2024-11-29      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183775188.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10998 | PA      | $10662.31     | 0.00%             | 2024-12-10      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5583187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       809 | PA      | $789.45       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705595.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12024 | PA      | $11882.17     | 0.00%             | 2026-09-13      | Fixed         | 15.51%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650634.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3338 | PA      | $3158.28      | 0.00%             | 2026-10-29      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       684 | PA      | $713.55       | 0.00%             | 2024-12-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $91.66        | 0.00%             | 2024-11-21      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31385HJW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7049 | PA      | $6929.76      | 0.00%             | 2027-12-01      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991030193.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $2.87         | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073694.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5077 | PA      | $5053.28      | 0.00%             | 2026-11-18      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233016.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $249.39       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991078717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1867 | PA      | $1898.01      | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991322514.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1439.58      | 0.00%             | 2024-11-28      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10511819.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29014 | PA      | $29536.02     | 0.00%             | 2026-10-28      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $172.94       | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991325118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $211.54       | 0.00%             | 2023-12-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $823.70       | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5398972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5424 | PA      | $5238.85      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625639.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9826 | PA      | $9480.87      | 0.00%             | 2026-09-24      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8917 | PA      | $8075.67      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5357422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $159.77       | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309215.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       917 | PA      | $59.97        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991438264.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $199.82       | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $879.95       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust, Series 2013-A, Class A                              | CUSIP: 17320XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186336 | PA      | $179086.09    | 0.01%             | 2042-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5393252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7101 | PA      | $6505.88      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $81.55        | 0.00%             | 2023-11-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5764145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15642 | PA      | $14785.66     | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17638 | PA      | $16784.79     | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5621282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $1716.19      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890682.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3881 | PA      | $3714.94      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206111.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $145.78       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298521.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $71.73        | 0.00%             | 2024-12-16      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11307115.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22978 | PA      | $22984.51     | 0.00%             | 2026-12-20      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1165 | PA      | $1145.44      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $355.97       | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107676.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $144.17       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2780000 | PA      | $-39876.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991246393.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $11.56        | 0.00%             | 2024-11-22      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991242233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.81        | 0.00%             | 2023-11-27      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099400.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $217.69       | 0.00%             | 2023-11-19      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6017139.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $298.36       | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183536773.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30023 | PA      | $29501.77     | 0.00%             | 2026-12-08      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1902 | PA      | $1760.73      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991423001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       841 | PA      | $839.20       | 0.00%             | 2024-12-08      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183623138.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10455 | PA      | $10267.73     | 0.00%             | 2026-12-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5706863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13478 | PA      | $13058.63     | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182830334.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6564 | PA      | $6463.60      | 0.00%             | 2024-11-02      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706107.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11549 | PA      | $841.37       | 0.00%             | 2026-09-13      | Fixed         | 18.07%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09337683.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33652 | PA      | $34261.97     | 0.00%             | 2026-07-10      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $566.39       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991040377.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $61.99        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $28.38        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6292755.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6940 | PA      | $6509.29      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8708 | PA      | $7261.33      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126868.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       622 | PA      | $630.93       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998866.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13848 | PA      | $13704.17     | 0.00%             | 2026-11-08      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073562.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4366 | PA      | $4107.86      | 0.00%             | 2026-11-18      | Fixed         | 20.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6251930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3514 | PA      | $3368.12      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6301633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13780 | PA      | $12921.70     | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6183812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13881 | PA      | $12481.02     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073891.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9895 | PA      | $-11.32       | -0.00%            | 2026-11-18      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5027400.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       898 | PA      | $412.31       | 0.00%             | 2023-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221302.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5364 | PA      | $1503.54      | 0.00%             | 2024-12-10      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991375433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $6.21         | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134660.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $215.51       | 0.00%             | 2024-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $1327.68      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2267 | PA      | $2102.33      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057605.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.88        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5740249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $244.67       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       419 | PA      | $401.88       | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705964.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4292 | PA      | $4264.39      | 0.00%             | 2026-09-13      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09717803.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6999 | PA      | $7093.95      | 0.00%             | 2025-08-10      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182882751.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2367 | PA      | $2345.18      | 0.00%             | 2024-11-03      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991768.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2278 | PA      | $640.05       | 0.00%             | 2024-11-08      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08979954.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19661 | PA      | $20014.96     | 0.00%             | 2026-06-05      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5398459.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1745 | PA      | $1638.48      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6184633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9611 | PA      | $9139.46      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183468715.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18172 | PA      | $870.69       | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212859.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $922.15       | 0.00%             | 2024-11-30      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6106439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13364 | PA      | $12776.04     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273052.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $457.35       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $252.71       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991056252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $303.20       | 0.00%             | 2023-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60623 | PA      | $58035.17     | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5549309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $289.16       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 162876938.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10025 | PA      | $9801.86      | 0.00%             | 2024-12-06      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991398718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $1481.87      | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183394488.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3382 | PA      | $3362.52      | 0.00%             | 2024-11-22      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $52.38        | 0.00%             | 2024-11-19      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $127.74       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991451584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $725.44       | 0.00%             | 2024-12-17      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659109.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5307 | PA      | $5097.48      | 0.00%             | 2024-11-09      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991078472.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.87        | 0.00%             | 2023-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10507 | PA      | $10272.08     | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991054206.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $147.55       | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11397672.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39049 | PA      | $39639.28     | 0.00%             | 2026-01-08      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $-21.44       | -0.00%            | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991448152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $143.40       | 0.00%             | 2023-12-15      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144251.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.62        | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $81.18        | 0.00%             | 2024-11-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125644.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1225 | PA      | $83.58        | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991447793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       619 | PA      | $612.07       | 0.00%             | 2024-12-11      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.09        | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183546115.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14290 | PA      | $11191.70     | 0.00%             | 2026-12-20      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184415798.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7432 | PA      | $7409.79      | 0.00%             | 2024-12-31      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5995652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50626 | PA      | $34261.10     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $147.37       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5059388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5353 | PA      | $4364.99      | 0.00%             | 2023-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5674055.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1981 | PA      | $1936.61      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908946.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11761 | PA      | $11495.06     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407X4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213767 | PA      | $219780.92    | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3219 | PA      | $2252.63      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $233.72       | 0.00%             | 2023-11-30      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6253083.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6039 | PA      | $5711.27      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183656375.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5913 | PA      | $5516.51      | 0.00%             | 2026-12-18      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5753202.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25007 | PA      | $24192.81     | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118889.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.46        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991340100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7130 | PA      | $7074.16      | 0.00%             | 2024-12-20      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991082388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $135.29       | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5132939.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1069 | PA      | $593.12       | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201385.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $195.39       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6179989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1896 | PA      | $1749.76      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149555.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       687 | PA      | $680.54       | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                     | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15200000 | PA      | $12088929.21  | 0.34%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186231.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $163.45       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182991246.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5345 | PA      | $5300.41      | 0.00%             | 2024-11-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217651.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3669 | PA      | $29.73        | 0.00%             | 2026-12-09      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2528 | PA      | $2437.88      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991518437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $253.78       | 0.00%             | 2024-12-20      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183474005.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7295 | PA      | $7242.46      | 0.00%             | 2024-12-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.65        | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5713347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1813 | PA      | $1306.89      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2015 | PA      | $1878.59      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183933487.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13069 | PA      | $12805.80     | 0.00%             | 2026-12-08      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5614536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3624 | PA      | $2551.69      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3988 | PA      | $3897.70      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $623.27       | 0.00%             | 2024-12-06      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072771.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $681.04       | 0.00%             | 2024-11-18      | Fixed         | 26.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $61.18        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991038892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.04         | 0.00%             | 2028-02-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $319.67       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5749352.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8909 | PA      | $8092.22      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172563412.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24090 | PA      | $23415.99     | 0.00%             | 2025-12-31      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218652.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8859 | PA      | $8766.88      | 0.00%             | 2026-12-09      | Fixed         | 13.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991446289.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       518 | PA      | $514.74       | 0.00%             | 2024-12-19      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $95.17        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $1178.29      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4807599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       548 | PA      | $107.14       | 0.00%             | 2023-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991472171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $108.29       | 0.00%             | 2024-12-21      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5251234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12595 | PA      | $11128.44     | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991041006.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.76        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151957.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.98        | 0.00%             | 2023-11-26      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2299 | PA      | $2182.66      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604489.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13009 | PA      | $12435.20     | 0.00%             | 2026-08-13      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921230.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50610 | PA      | $47018.51     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5232718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1131 | PA      | $362.35       | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304818.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $226.88       | 0.00%             | 2023-11-26      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3190 | PA      | $2938.39      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116348.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $122.25       | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330605.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $391.84       | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE Funding LLC                                                                    | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3117328.86   | 0.09%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152782.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $82.93        | 0.00%             | 2023-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991455137.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $523.24       | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221818.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $9.37         | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $88.22        | 0.00%             | 2024-11-14      | Fixed         | 18.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $143.55       | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221942.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16999 | PA      | $16887.49     | 0.00%             | 2027-05-10      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12243350.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18157 | PA      | $18458.55     | 0.00%             | 2026-03-12      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070966.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5057 | PA      | $4991.09      | 0.00%             | 2026-11-18      | Fixed         | 18.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182737632.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6873 | PA      | $6780.80      | 0.00%             | 2024-11-10      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09313611.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24718 | PA      | $25237.59     | 0.00%             | 2026-07-09      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.93        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6216296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42255 | PA      | $40253.49     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172540829.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2955 | PA      | $2886.82      | 0.00%             | 2023-12-07      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182097380.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13747 | PA      | $13617.87     | 0.00%             | 2026-10-28      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204547.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $342.99       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $245.00       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306654.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15762 | PA      | $1088.92      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245920.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $2.98         | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7022 | PA      | $6830.91      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5801833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1176 | PA      | $1029.04      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189460.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $25.90        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $24.41        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991332406.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $95.65        | 0.00%             | 2023-12-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278645.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34566 | PA      | $32253.94     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172979926.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8059 | PA      | $7825.46      | 0.00%             | 2025-12-15      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       612 | PA      | $41.67        | 0.00%             | 2024-11-14      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       939 | PA      | $895.15       | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173005.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.94         | 0.00%             | 2024-11-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09018769.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10428 | PA      | $10611.31     | 0.00%             | 2026-05-22      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $346.86       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184342167.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $678.97       | 0.00%             | 2024-12-21      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164690.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $179.32       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.34        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $0.00         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183228318.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29483 | PA      | $27455.88     | 0.00%             | 2026-12-14      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991049607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $36.76        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731269.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       592 | PA      | $579.57       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991447451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $50.66        | 0.00%             | 2024-12-17      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6132418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7857 | PA      | $7551.50      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6223949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2426 | PA      | $2325.78      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799128.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19170 | PA      | $19459.35     | 0.00%             | 2027-03-12      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879659.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3256 | PA      | $229.01       | 0.00%             | 2026-10-19      | Fixed         | 32.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09241097.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17216 | PA      | $17405.80     | 0.00%             | 2026-06-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5364855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $485.91       | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215163.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $700.73       | 0.00%             | 2024-11-17      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $4.30         | 0.00%             | 2024-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.64         | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $345.59       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991822.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7635 | PA      | $4502.55      | 0.00%             | 2026-11-08      | Fixed         | 23.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $311.96       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $202.26       | 0.00%             | 2023-11-14      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173663810.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5939 | PA      | $5698.27      | 0.00%             | 2026-01-13      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183954033.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9608 | PA      | $9519.93      | 0.00%             | 2024-12-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174235765.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2631 | PA      | $2627.03      | 0.00%             | 2024-01-29      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10840208.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14294 | PA      | $14173.25     | 0.00%             | 2027-01-02      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266849.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $242.08       | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.96         | 0.00%             | 2028-02-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $688.70       | 0.00%             | 2024-11-18      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5990981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1864 | PA      | $1813.73      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1989355.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15989 | PA      | $15758.31     | 0.00%             | 2026-11-08      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205035.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1974 | PA      | $2012.18      | 0.00%             | 2024-12-07      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143956.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1134 | PA      | $0.00         | 0.00%             | 2024-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $99.57        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5870230.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5089 | PA      | $2570.18      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991422168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4523 | PA      | $4471.55      | 0.00%             | 2024-12-20      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183948591.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12615 | PA      | $12517.90     | 0.00%             | 2024-12-21      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5506022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6932 | PA      | $6145.46      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4809 | PA      | $4614.12      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614745.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6118 | PA      | $1808.80      | 0.00%             | 2026-08-24      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193965.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $135.40       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991541.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5259 | PA      | $5218.53      | 0.00%             | 2026-11-08      | Fixed         | 29.36%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182956744.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25018 | PA      | $24020.02     | 0.00%             | 2026-11-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184365775.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13751 | PA      | $13657.66     | 0.00%             | 2024-12-21      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09086628.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5577 | PA      | $5614.26      | 0.00%             | 2024-06-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.83        | 0.00%             | 2023-11-16      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09356919.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21438 | PA      | $21813.55     | 0.00%             | 2026-07-20      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5942921.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19807 | PA      | $17646.86     | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6294116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4135 | PA      | $3880.06      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17848 | PA      | $16031.05     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                                           | TCI-Flatiron CLO Ltd., Series 2017-1A, Class B                                     | CUSIP: 87231BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3462363.74   | 0.10%             | 2030-11-18      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5129182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5187 | PA      | $4727.86      | 0.00%             | 2023-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074833.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11711 | PA      | $11583.25     | 0.00%             | 2026-11-18      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $51.16        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991288317.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $2.16         | 0.00%             | 2027-12-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142960.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $207.22       | 0.00%             | 2023-11-09      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902335.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10945 | PA      | $8570.03      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $184.98       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $103.99       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1626049.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19654 | PA      | $18931.65     | 0.00%             | 2026-09-17      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178440.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6466 | PA      | $6197.25      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $64.70        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10135528.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11394 | PA      | $11487.33     | 0.00%             | 2024-10-04      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6148547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3300 | PA      | $3169.73      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116292.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $310.36       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184059193.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18802 | PA      | $18495.78     | 0.00%             | 2026-12-20      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183278.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.89        | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165508383.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17223 | PA      | $16561.16     | 0.00%             | 2025-01-27      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991409885.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $122.96       | 0.00%             | 2024-12-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877184.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7173 | PA      | $7118.99      | 0.00%             | 2026-10-19      | Fixed         | 9.06%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075255.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7241 | PA      | $1086.68      | 0.00%             | 2026-11-18      | Fixed         | 28.94%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183430526.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6765 | PA      | $6727.24      | 0.00%             | 2024-11-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $29.88        | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991065018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $81.09        | 0.00%             | 2023-11-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $37.38        | 0.00%             | 2024-11-21      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $293.05       | 0.00%             | 2023-11-15      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $76.63        | 0.00%             | 2023-11-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991357833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $94.34        | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159466.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5231 | PA      | $5026.83      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706229.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3851 | PA      | $3833.02      | 0.00%             | 2026-09-13      | Fixed         | 30.24%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25485430.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       379 | PA      | $90.99        | 0.00%             | 2027-12-26      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11805082.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18609 | PA      | $18657.60     | 0.00%             | 2027-02-11      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $343.55       | 0.00%             | 2024-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799086.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5305 | PA      | $5356.47      | 0.00%             | 2024-02-11      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5383412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3741 | PA      | $2126.77      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $121.39       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878696.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2676 | PA      | $2499.85      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5998203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       951 | PA      | $913.79       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991056370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $80.89        | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3761 | PA      | $3669.15      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705021.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6554 | PA      | $6456.00      | 0.00%             | 2026-09-13      | Fixed         | 18.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $169.31       | 0.00%             | 2023-11-29      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Notes                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       200 | NC      | $296601.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10352813.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15320 | PA      | $15597.29     | 0.00%             | 2026-10-29      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5772507.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       901 | PA      | $871.11       | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5881325.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       754 | PA      | $733.91       | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140060.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $258.95       | 0.00%             | 2024-11-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10476373.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11903 | PA      | $12093.56     | 0.00%             | 2025-11-25      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3546 | PA      | $3382.81      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991246076.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1369 | PA      | $1397.95      | 0.00%             | 2024-11-25      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991368424.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $212.11       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5773022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4573 | PA      | $4344.75      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $325.80       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1639798.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7371 | PA      | $7115.03      | 0.00%             | 2024-10-13      | Fixed         | 14.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $236.98       | 0.00%             | 2024-11-23      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183531699.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12696 | PA      | $12552.10     | 0.00%             | 2026-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4860575.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       518 | PA      | $484.57       | 0.00%             | 2023-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1620645.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3535 | PA      | $3429.25      | 0.00%             | 2024-08-25      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $26.60        | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991293258.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.63        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013846.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       577 | PA      | $558.95       | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680172.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10034 | PA      | $9565.39      | 0.00%             | 2026-12-16      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880186.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4687 | PA      | $4662.18      | 0.00%             | 2026-10-19      | Fixed         | 20.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09341526.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7859 | PA      | $8054.21      | 0.00%             | 2026-06-27      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991288791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $246.23       | 0.00%             | 2024-11-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.63        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085849.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $189.10       | 0.00%             | 2023-11-16      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154879.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       941 | PA      | $957.27       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172021697.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7461 | PA      | $7344.64      | 0.00%             | 2023-11-13      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11781355.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5171 | PA      | $5220.97      | 0.00%             | 2024-02-11      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $458.47       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6004081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10128 | PA      | $9163.89      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       377 | PA      | $119.32       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1277 | PA      | $1259.94      | 0.00%             | 2024-11-28      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706515.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1242 | PA      | $1230.28      | 0.00%             | 2024-09-13      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5661432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27848 | PA      | $17155.25     | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614191.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3574 | PA      | $3404.07      | 0.00%             | 2026-08-24      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209650.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $0.70         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6297902.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14083 | PA      | $13204.20     | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4960214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3540 | PA      | $1279.03      | 0.00%             | 2023-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5224655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       855 | PA      | $835.04       | 0.00%             | 2023-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991369399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.77        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650670.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1335 | PA      | $1301.08      | 0.00%             | 2024-10-29      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1623944.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10272 | PA      | $9951.33      | 0.00%             | 2024-09-21      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7584 | PA      | $7191.08      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $280.65       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4591813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2891 | PA      | $1218.30      | 0.00%             | 2023-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074491.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7195 | PA      | $1851.09      | 0.00%             | 2026-11-18      | Fixed         | 14.11%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1614279.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7523 | PA      | $7188.36      | 0.00%             | 2026-08-12      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183501862.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9585 | PA      | $1638.95      | 0.00%             | 2024-11-23      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262145.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $2.43         | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09778390.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18094 | PA      | $18318.81     | 0.00%             | 2026-07-09      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11124061.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22099 | PA      | $22458.57     | 0.00%             | 2026-12-28      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167019591.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2903 | PA      | $2843.49      | 0.00%             | 2023-05-11      | Fixed         | 7.56%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $250.94       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | 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        |  16520894 | PA      | $14681062.68  | 0.41%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991351707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $3.91         | 0.00%             | 2024-12-16      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991320615.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $59.24        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299164.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $15.22        | 0.00%             | 2023-11-23      | None          | 0.00%                 | 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        |   6150000 | PA      | $5830998.27   | 0.16%             | 2027-08-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10144266.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30320 | PA      | $30743.93     | 0.00%             | 2026-08-21      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18042 | PA      | $16819.86     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5962031.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1632 | PA      | $1545.47      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218340.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7582 | PA      | $7518.89      | 0.00%             | 2027-05-09      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6004793.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2623 | PA      | $2485.49      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5471273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $832.02       | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991340740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $1072.50      | 0.00%             | 2024-11-27      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706431.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2806 | PA      | $205.79       | 0.00%             | 2025-02-13      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $155.60       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $23.22        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214209.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3542 | PA      | $2094.63      | 0.00%             | 2026-12-09      | Fixed         | 24.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3672 | PA      | $3554.75      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991366785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $70.63        | 0.00%             | 2024-12-17      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991063512.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1655 | PA      | $1715.98      | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3394 | PA      | $2736.33      | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $84.61        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991227864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $16.42        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186778.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10505 | PA      | $9924.37      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6170231.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2474 | PA      | $2380.19      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $135.65       | 0.00%             | 2024-11-13      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6004724.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1176 | PA      | $1144.64      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183961839.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5451 | PA      | $5287.81      | 0.00%             | 2024-12-25      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3264 | PA      | $2338.99      | 0.00%             | 2023-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1613 | PA      | $1578.83      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10776 | PA      | $10109.20     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $155.92       | 0.00%             | 2024-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992261.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2326 | PA      | $2302.14      | 0.00%             | 2026-11-08      | Fixed         | 15.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5158 | PA      | $4945.60      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114374.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $330.68       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2966 | PA      | $2714.48      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.23         | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.54        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5144702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2530 | PA      | $520.82       | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1355 | PA      | $1320.88      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855443.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4925 | PA      | $4741.10      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $167.57       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $171.16       | 0.00%             | 2023-12-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223558.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $102.31       | 0.00%             | 2024-12-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182897546.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22276 | PA      | $22345.38     | 0.00%             | 2026-11-16      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996041.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10451 | PA      | $10369.89     | 0.00%             | 2026-11-08      | Fixed         | 27.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183946773.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15702 | PA      | $15471.71     | 0.00%             | 2026-12-20      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219137.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6538 | PA      | $6485.36      | 0.00%             | 2026-12-10      | Fixed         | 32.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139541.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $747.18       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991240861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $113.68       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269656.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.47        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575646.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20608 | PA      | $20019.90     | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182762119.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5379 | PA      | $5336.81      | 0.00%             | 2024-11-16      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12701 | PA      | $11911.91     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4783176.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12516 | PA      | $5041.69      | 0.00%             | 2023-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1699552.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3407 | PA      | $3354.91      | 0.00%             | 2026-09-13      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706613.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6353 | PA      | $6311.53      | 0.00%             | 2027-02-13      | Fixed         | 27.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5971241.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1598 | PA      | $1546.68      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657158.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5191 | PA      | $5026.81      | 0.00%             | 2024-10-29      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2017-1, Class A2                                 | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8862000 | PA      | $8607930.00   | 0.24%             | 2056-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10516445.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25065 | PA      | $25412.68     | 0.00%             | 2025-10-16      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09771718.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29373 | PA      | $29689.63     | 0.00%             | 2026-07-02      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.19        | 0.00%             | 2023-11-14      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue           | Regents of the University of California, Series 2022 Q                             | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6400000 | PA      | $6224165.76   | 0.18%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3206 | PA      | $3089.14      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991406398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       323 | PA      | $326.46       | 0.00%             | 2024-12-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996044.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15124 | PA      | $14950.50     | 0.00%             | 2026-11-08      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5897730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $324.97       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4640553.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $161.02       | 0.00%             | 2023-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589280.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $273.80       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1629340.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5430 | PA      | $5240.34      | 0.00%             | 2026-09-24      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276503.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $51.23        | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $470.11       | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110667.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.26        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.05         | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880786.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5100 | PA      | $5058.25      | 0.00%             | 2027-03-19      | Fixed         | 24.67%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166330132.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $599.95       | 0.00%             | 2033-02-27      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12245776.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11433 | PA      | $11433.26     | 0.00%             | 2027-01-25      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2213909.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4950 | PA      | $23.44        | 0.00%             | 2026-12-09      | Fixed         | 25.76%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10226583.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19944 | PA      | $20088.40     | 0.00%             | 2026-10-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2222 | PA      | $2272.46      | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $-2.34        | -0.00%            | 2023-12-18      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $168.89       | 0.00%             | 2024-11-29      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410764.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1672 | PA      | $1665.36      | 0.00%             | 2024-07-09      | Fixed         | 15.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09776505.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7528 | PA      | $7592.40      | 0.00%             | 2024-08-15      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148170.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $1.40         | 0.00%             | 2027-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09020682.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10383 | PA      | $10554.40     | 0.00%             | 2026-06-05      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $343.41       | 0.00%             | 2024-11-09      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4978050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $147.31       | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $180.87       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991018942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $124.24       | 0.00%             | 2023-11-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151890.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.81        | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183975814.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7348 | PA      | $304.45       | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       720 | PA      | $736.22       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613406.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4752 | PA      | $4512.80      | 0.00%             | 2024-08-24      | Fixed         | 26.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991305808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.43        | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1568 | PA      | $966.45       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $87.67        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099821.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $233.57       | 0.00%             | 2024-11-22      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860892.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3902 | PA      | $3668.20      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176843.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1573.37      | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881502.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6838 | PA      | $1974.85      | 0.00%             | 2026-10-19      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4609460.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2479 | PA      | $478.35       | 0.00%             | 2023-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5060402.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4854 | PA      | $4501.94      | 0.00%             | 2023-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012358.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4466 | PA      | $3718.81      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $345.93       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $629.58       | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991020973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $131.29       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173036.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $91.66        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $275.45       | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991038833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $338.15       | 0.00%             | 2023-11-11      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135042.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2244 | PA      | $2156.93      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115887.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $13.68        | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $37.51        | 0.00%             | 2024-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5252666.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $261.84       | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $300.73       | 0.00%             | 2024-11-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960973.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $1342.02      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184040533.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16798 | PA      | $16217.66     | 0.00%             | 2026-12-09      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.43        | 0.00%             | 2024-11-15      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173990194.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3045 | PA      | $3004.34      | 0.00%             | 2024-01-28      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       863 | PA      | $606.87       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       288 | PA      | $287.90       | 0.00%             | 2024-11-27      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991292764.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $19.63        | 0.00%             | 2023-06-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991345452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $516.13       | 0.00%             | 2023-12-01      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148839.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $709.89       | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5125832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       649 | PA      | $398.55       | 0.00%             | 2023-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999057.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21815 | PA      | $21646.82     | 0.00%             | 2026-11-08      | Fixed         | 28.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998298.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3912 | PA      | $3869.38      | 0.00%             | 2027-04-08      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3514 | PA      | $3261.47      | 0.00%             | 2023-12-24      | 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        |  10697559 | PA      | $11025689.90  | 0.31%             | 2028-10-25      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09081667.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5557 | PA      | $2495.81      | 0.00%             | 2026-06-10      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09352017.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6095 | PA      | $6186.61      | 0.00%             | 2025-06-27      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991030997.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 19.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251255.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $92.20        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876930.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11302 | PA      | $3336.61      | 0.00%             | 2027-08-19      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117144.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.69         | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184039087.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8307 | PA      | $8081.55      | 0.00%             | 2026-12-13      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998245.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7843 | PA      | $7783.00      | 0.00%             | 2026-11-08      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Shell International Finance BV                                                  | Shell International Finance BV                                                     | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1700000 | PA      | $1645435.88   | 0.05%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5124626.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $118.42       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10459241.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10162 | PA      | $10253.39     | 0.00%             | 2025-10-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17098 | PA      | $16423.77     | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182951096.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14112 | PA      | $13993.88     | 0.00%             | 2024-11-08      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213079.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1233 | PA      | $1297.30      | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4591593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $24.60        | 0.00%             | 2023-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184001961.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5717 | PA      | $2066.65      | 0.00%             | 2024-12-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1601 | PA      | $1640.57      | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073976.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1660 | PA      | $1650.00      | 0.00%             | 2026-11-18      | Fixed         | 27.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818363.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1717 | PA      | $1604.30      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $1104.29      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4833709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3100 | PA      | $2406.67      | 0.00%             | 2023-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222165.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5650 | PA      | $5608.02      | 0.00%             | 2026-12-10      | Fixed         | 23.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612835.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2282 | PA      | $2271.97      | 0.00%             | 2024-08-23      | Fixed         | 11.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178859.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $93.78        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171212.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $5.89         | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174232024.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12954 | PA      | $12814.12     | 0.00%             | 2026-01-29      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09583612.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9736 | PA      | $9769.12      | 0.00%             | 2024-07-01      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991250338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $1083.33      | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $137.45       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5609098.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       366 | PA      | $359.38       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991351714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1260 | PA      | $1253.18      | 0.00%             | 2024-12-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080931.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $256.79       | 0.00%             | 2024-11-11      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6018103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10507 | PA      | $9959.41      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6228038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7548 | PA      | $7185.30      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.55        | 0.00%             | 2023-11-12      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23705 | PA      | $22802.02     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184185617.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8450 | PA      | $8490.57      | 0.00%             | 2026-12-16      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10453 | PA      | $10038.90     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991278544.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $13.20        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $530.36       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174048004.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3755 | PA      | $3660.02      | 0.00%             | 2024-01-26      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       666 | PA      | $674.64       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1614574.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6281 | PA      | $6228.46      | 0.00%             | 2024-08-26      | Fixed         | 27.56%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173399124.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3577 | PA      | $3518.10      | 0.00%             | 2023-12-30      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.05         | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333408.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11373 | PA      | $11484.80     | 0.00%             | 2026-11-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221592.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3236 | PA      | $3203.52      | 0.00%             | 2024-12-10      | Fixed         | 12.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4876490.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       579 | PA      | $414.90       | 0.00%             | 2023-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $89.36        | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $29.76        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073707.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2398 | PA      | $2388.31      | 0.00%             | 2026-11-18      | Fixed         | 22.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149912.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $251.38       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $669.26       | 0.00%             | 2024-11-15      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10689729.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7700 | PA      | $7794.01      | 0.00%             | 2025-11-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991513641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $276.73       | 0.00%             | 2024-12-16      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1603076.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28937 | PA      | $8381.53      | 0.00%             | 2027-01-24      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6375 | PA      | $5860.24      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096459.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1602 | PA      | $914.75       | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $8.85         | 0.00%             | 2023-12-08      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216308.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2841 | PA      | $2815.08      | 0.00%             | 2026-12-09      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1984213.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2024 | PA      | $2008.72      | 0.00%             | 2024-11-08      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070410.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3763 | PA      | $-11.37       | -0.00%            | 2027-04-18      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8835 | PA      | $8502.29      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $51.92        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1279 | PA      | $1235.32      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183936400.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15275 | PA      | $14654.27     | 0.00%             | 2026-12-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214150.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1959 | PA      | $1941.52      | 0.00%             | 2027-05-09      | Fixed         | 26.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $37.91        | 0.00%             | 2024-11-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3133WJDP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5137015 | PA      | $4674015.18   | 0.13%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $138.18       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612257.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12267 | PA      | $12195.04     | 0.00%             | 2024-08-23      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5713916.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8174 | PA      | $7962.24      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5651790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3479 | PA      | $3404.23      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $216.41       | 0.00%             | 2023-11-29      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $63.95        | 0.00%             | 2023-12-20      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10170330.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10237 | PA      | $10383.52     | 0.00%             | 2026-08-20      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09726602.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9853 | PA      | $9802.00      | 0.00%             | 2024-08-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5547948.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4795 | PA      | $4649.32      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070689.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6776 | PA      | $6747.29      | 0.00%             | 2024-11-18      | Fixed         | 19.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5026683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1894 | PA      | $1380.59      | 0.00%             | 2023-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5336439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $507.08       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1539 | PA      | $1558.07      | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179514.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $0.00         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08447355.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4158 | PA      | $4134.48      | 0.00%             | 2026-07-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991321514.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $105.49       | 0.00%             | 2023-12-08      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4989246.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2513 | PA      | $1549.51      | 0.00%             | 2023-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681270.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5845 | PA      | $5637.75      | 0.00%             | 2026-12-20      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2018-2A, Class A2                                            | CUSIP: 92917JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1450809.39   | 0.04%             | 2031-07-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991645.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13770 | PA      | $997.11       | 0.00%             | 2026-11-08      | Fixed         | 20.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $109.48       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058249.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $0.32         | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993950.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3854 | PA      | $2185.96      | 0.00%             | 2027-04-08      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $27.48        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184397264.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13119 | PA      | $12924.14     | 0.00%             | 2026-12-22      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       850 | PA      | $814.95       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $0.00         | 0.00%             | 2024-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074489.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18547 | PA      | $18384.57     | 0.00%             | 2026-11-18      | Fixed         | 11.11%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674647.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6600 | PA      | $6349.11      | 0.00%             | 2024-12-17      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991338460.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $63.40        | 0.00%             | 2024-12-02      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11285613.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11078 | PA      | $11070.11     | 0.00%             | 2026-12-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991028425.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.61         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1614738.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6061 | PA      | $5919.16      | 0.00%             | 2026-08-13      | Fixed         | 23.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3003 | PA      | $2903.20      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $354.85       | 0.00%             | 2023-11-18      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215144.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2939 | PA      | $2795.45      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5403492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1044 | PA      | $1022.05      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11320650.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10893 | PA      | $10681.98     | 0.00%             | 2025-01-06      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3969 | PA      | $3650.10      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991330023.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $154.68       | 0.00%             | 2024-12-02      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6299973.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41237 | PA      | $38430.17     | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $759.16       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183835763.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5099 | PA      | $4933.46      | 0.00%             | 2026-12-16      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160810.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.41         | 0.00%             | 2024-12-01      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879183.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11051 | PA      | $10994.81     | 0.00%             | 2026-10-19      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $67.26        | 0.00%             | 2024-11-27      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991049421.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $78.56        | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656237.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2306 | PA      | $2230.17      | 0.00%             | 2024-10-28      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122540.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $68.63        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       435 | PA      | $341.61       | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182065.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $4.00         | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991313269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $31.50        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $72.87        | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183687452.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $695.81       | 0.00%             | 2024-12-10      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039115.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1400 | PA      | $1387.88      | 0.00%             | 2024-11-12      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190236.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $100.58       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4013 | PA      | $3848.66      | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272381.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2373 | PA      | $2150.32      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2108 | PA      | $2002.85      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7348 | PA      | $6901.62      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $280.32       | 0.00%             | 2024-12-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164071.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $118.94       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131951.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.42         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       646 | PA      | $587.76       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618259.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6449 | PA      | $6438.09      | 0.00%             | 2026-08-24      | Fixed         | 19.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2743 | PA      | $2789.95      | 0.00%             | 2024-11-11      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089727.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6454 | PA      | $4195.49      | 0.00%             | 2024-11-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1862190.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16802 | PA      | $16718.58     | 0.00%             | 2026-10-19      | Fixed         | 27.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2523 | PA      | $2448.22      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991395285.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $136.13       | 0.00%             | 2024-12-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931784.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1564 | PA      | $1469.33      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14488 | PA      | $13069.26     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183410744.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10731 | PA      | $0.00         | 0.00%             | 2024-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996816.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13603 | PA      | $13496.98     | 0.00%             | 2026-11-08      | Fixed         | 26.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $124.19       | 0.00%             | 2023-11-27      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116000.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $355.46       | 0.00%             | 2024-11-22      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991074564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $206.82       | 0.00%             | 2023-11-15      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $282.38       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8667 | PA      | $8325.02      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16179 | PA      | $15480.45     | 0.00%             | 2024-03-13      | 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        |  20900000 | PA      | $18972493.32  | 0.54%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268051.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $35.46        | 0.00%             | 2024-11-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $881.44       | 0.00%             | 2024-11-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09781342.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23614 | PA      | $23892.04     | 0.00%             | 2026-08-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991382013.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.49         | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5237822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $551.68       | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18782 | PA      | $17596.47     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4542 | PA      | $4337.21      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174240247.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4743 | PA      | $4736.29      | 0.00%             | 2024-01-29      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613574.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2417 | PA      | $2389.81      | 0.00%             | 2026-08-24      | Fixed         | 19.14%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2325000 | PA      | $9269.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $-3.81        | -0.00%            | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183027816.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6581 | PA      | $6521.44      | 0.00%             | 2024-11-26      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6309985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3087 | PA      | $2840.77      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $84.68        | 0.00%             | 2023-11-29      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3351 | PA      | $3203.96      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876495.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5593 | PA      | $5566.37      | 0.00%             | 2026-10-19      | Fixed         | 31.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11315623.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15904 | PA      | $16031.87     | 0.00%             | 2027-01-02      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.52        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991345897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $-21.87       | -0.00%            | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620912.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3938 | PA      | $3909.20      | 0.00%             | 2026-08-25      | Fixed         | 14.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619786.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1965 | PA      | $1946.41      | 0.00%             | 2024-08-25      | Fixed         | 7.29%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129061.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       690 | PA      | $692.46       | 0.00%             | 2023-11-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183687593.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22693 | PA      | $2140.85      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219598.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1808 | PA      | $262.90       | 0.00%             | 2026-12-10      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306319.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $61.81        | 0.00%             | 2024-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183172.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.97         | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6239950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36113 | PA      | $34167.53     | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.79         | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1629230.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22219 | PA      | $22045.13     | 0.00%             | 2024-09-30      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.28         | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991367322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $96.96        | 0.00%             | 2023-12-19      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991042940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $58.72        | 0.00%             | 2023-11-12      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       426 | PA      | $435.71       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4785137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $287.01       | 0.00%             | 2023-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       656 | PA      | $653.70       | 0.00%             | 2024-11-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       505 | PA      | $495.24       | 0.00%             | 2024-11-20      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648733.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23926 | PA      | $22913.80     | 0.00%             | 2024-11-02      | Fixed         | 21.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214674.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2392 | PA      | $342.35       | 0.00%             | 2026-12-09      | Fixed         | 31.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6941 | PA      | $6375.45      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062058.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $75.80        | 0.00%             | 2023-11-11      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140965.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $74.44        | 0.00%             | 2023-11-17      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4653177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4949 | PA      | $2472.31      | 0.00%             | 2023-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619514.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3826 | PA      | $3798.59      | 0.00%             | 2026-08-25      | Fixed         | 10.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $116.45       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125540.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $179.78       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8229 | PA      | $7908.51      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5569 | PA      | $5286.13      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4180 | PA      | $3923.58      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991431781.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.88        | 0.00%             | 2023-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2213955.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7684 | PA      | $7575.89      | 0.00%             | 2026-12-09      | Fixed         | 18.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200285.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $-19.87       | -0.00%            | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $321.36       | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991369363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $58.98        | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991283279.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $311.00       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182988585.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12670 | PA      | $12477.13     | 0.00%             | 2026-11-12      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5316141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14721 | PA      | $10009.14     | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991372313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $110.31       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705410.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16380 | PA      | $16283.92     | 0.00%             | 2026-09-13      | Fixed         | 26.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $253.43       | 0.00%             | 2024-11-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1388 | PA      | $1370.13      | 0.00%             | 2023-11-12      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876704.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16447 | PA      | $15946.13     | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24697392.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.16         | 0.00%             | 2027-11-25      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879063.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       891 | PA      | $13.84        | 0.00%             | 2026-10-19      | Fixed         | 24.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $25.51        | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $457.84       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302421.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2589 | PA      | $1791.49      | 0.00%             | 2024-12-13      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $816.09       | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2549 | PA      | $2371.30      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085401.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $91.94        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       920 | PA      | $874.22       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206923.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $102.60       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $83.60        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991305696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.75         | 0.00%             | 2023-12-09      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $839.24       | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1666290.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3261 | PA      | $0.00         | 0.00%             | 2024-11-09      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $72.88        | 0.00%             | 2023-11-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $8.48         | 0.00%             | 2024-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $399.30       | 0.00%             | 2024-11-27      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5316802.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $515.95       | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183204737.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4363 | PA      | $4321.36      | 0.00%             | 2024-11-16      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1634235.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3057 | PA      | $2954.48      | 0.00%             | 2024-09-25      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10203826.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39156 | PA      | $39806.74     | 0.00%             | 2026-09-25      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $348.39       | 0.00%             | 2024-11-19      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5710556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15361 | PA      | $14437.57     | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991241433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $208.15       | 0.00%             | 2024-12-08      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.48         | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08870794.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9269 | PA      | $9353.08      | 0.00%             | 2024-05-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252484.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $93.01        | 0.00%             | 2023-11-19      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880852.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2591 | PA      | $2460.54      | 0.00%             | 2026-10-19      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $84.79        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4985801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3070 | PA      | $1791.71      | 0.00%             | 2023-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880031.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4968 | PA      | $4904.91      | 0.00%             | 2026-10-19      | Fixed         | 18.37%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36296QN54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55904 | PA      | $59060.84     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183435689.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18898 | PA      | $18285.75     | 0.00%             | 2026-11-22      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991382424.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $87.26        | 0.00%             | 2023-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564440.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3495 | PA      | $2945.91      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12236364.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33115 | PA      | $33098.59     | 0.00%             | 2027-03-01      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879422.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1687.78      | 0.00%             | 2026-10-19      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1619379.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       815 | PA      | $57.88        | 0.00%             | 2024-08-25      | Fixed         | 25.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889629.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $563.69       | 0.00%             | 2023-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991020520.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $149.45       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203729.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       289 | PA      | $302.25       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Union Pacific Railroad Co. Pass-Through Trust                                   | Union Pacific Railroad Co. Pass-Through Trust, Series 2005-1                       | CUSIP: 90783VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30932 | PA      | $31359.94     | 0.00%             | 2029-01-02      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103484.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $59.00        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $857.10       | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594685.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7956 | PA      | $7729.25      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6356470.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1537 | PA      | $1423.73      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628728.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5536 | PA      | $5338.86      | 0.00%             | 2026-09-22      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       778 | PA      | $540.84       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5281046.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $910.48       | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991075196.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $27.31        | 0.00%             | 2023-11-18      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162312.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $182.87       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184142290.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9342 | PA      | $9176.81      | 0.00%             | 2026-12-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5709287.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $140.95       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909844.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21626 | PA      | $16390.73     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09818529.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16378 | PA      | $16593.47     | 0.00%             | 2026-08-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991362043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $156.57       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086525.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $49.98        | 0.00%             | 2023-11-19      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611391.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8222 | PA      | $7963.21      | 0.00%             | 2024-08-19      | Fixed         | 14.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10422166.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15681 | PA      | $2928.43      | 0.00%             | 2026-10-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183376.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $730.36       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09726492.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9121 | PA      | $9221.84      | 0.00%             | 2024-08-25      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10690 | PA      | $9571.42      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186393.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6655 | PA      | $6333.83      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153254.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $151.01       | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218889.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4749 | PA      | $250.81       | 0.00%             | 2024-12-10      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184454459.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6557 | PA      | $6418.72      | 0.00%             | 2026-12-27      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31292GMR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       653 | PA      | $659.41       | 0.00%             | 2024-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184248232.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3465 | PA      | $3439.90      | 0.00%             | 2024-12-17      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079069.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $223.12       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4819217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23693 | PA      | $12457.10     | 0.00%             | 2023-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2194665.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       856 | PA      | $844.50       | 0.00%             | 2024-12-09      | Fixed         | 23.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5676023.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1578 | PA      | $1052.52      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1875013.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7600 | PA      | $7561.07      | 0.00%             | 2026-10-19      | Fixed         | 22.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11338199.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25344 | PA      | $25382.98     | 0.00%             | 2026-11-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1640814.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8546 | PA      | $8191.42      | 0.00%             | 2024-10-04      | Fixed         | 13.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.63        | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216772.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $1668.22      | 0.00%             | 2024-12-09      | Fixed         | 10.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1685280.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12249 | PA      | $11816.06     | 0.00%             | 2024-12-14      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $85.02        | 0.00%             | 2023-11-24      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991515123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1395 | PA      | $1380.84      | 0.00%             | 2024-12-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6058776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4413 | PA      | $4036.47      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5648827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       600 | PA      | $587.69       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       740 | PA      | $-58.18       | -0.00%            | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6160 | PA      | $5705.84      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10135473.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16428 | PA      | $16631.12     | 0.00%             | 2026-10-01      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317515.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $0.62         | 0.00%             | 2027-12-08      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4675 | PA      | $4395.78      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $383.49       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991307752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $4.99         | 0.00%             | 2024-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $-1.28        | -0.00%            | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880480.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6151 | PA      | $6095.91      | 0.00%             | 2024-10-19      | Fixed         | 8.79%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5086626.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1507 | PA      | $650.86       | 0.00%             | 2023-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5109714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8108 | PA      | $1615.43      | 0.00%             | 2023-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219790.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3536 | PA      | $3498.23      | 0.00%             | 2024-12-10      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5101839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4012 | PA      | $3532.05      | 0.00%             | 2023-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175162.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $326.19       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016377.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2286 | PA      | $2216.52      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991353863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $90.07        | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236708.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $109.69       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991040953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $885.77       | 0.00%             | 2024-11-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165843.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.48        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614925.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       778 | PA      | $776.60       | 0.00%             | 2026-08-24      | Fixed         | 21.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09063657.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37430 | PA      | $38253.75     | 0.00%             | 2026-05-29      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876795.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2775 | PA      | $2761.70      | 0.00%             | 2026-10-19      | Fixed         | 29.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299902.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $357.31       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6224359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15949 | PA      | $15196.31     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5291714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7230 | PA      | $5014.39      | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991020944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3352 | PA      | $3357.09      | 0.00%             | 2026-11-08      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6045721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7118 | PA      | $6778.69      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991230.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20623 | PA      | $20451.49     | 0.00%             | 2026-11-08      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180753.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $26.52        | 0.00%             | 2023-11-13      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $86.95        | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991327625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $116.52       | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991287640.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $35.59        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304104.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $5.85         | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $251.35       | 0.00%             | 2024-11-26      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.30        | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $41.92        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123374.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $466.27       | 0.00%             | 2023-11-25      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $1.00         | 0.00%             | 2023-11-27      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $9.64         | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $64.73        | 0.00%             | 2024-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5562688.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $94.76        | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096428.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $308.43       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $888005.00    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $101.34       | 0.00%             | 2023-11-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11767460.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22258 | PA      | $22452.41     | 0.00%             | 2025-02-12      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12119651.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22087 | PA      | $22335.73     | 0.00%             | 2025-03-12      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083763.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.89        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $90.58        | 0.00%             | 2024-12-08      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099341.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $3.56         | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.96         | 0.00%             | 2028-02-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15909 | PA      | $14682.53     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9135 | PA      | $7487.37      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31413D6B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1487 | PA      | $1514.97      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5027603.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $621.48       | 0.00%             | 2023-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $145.41       | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184176824.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11783 | PA      | $11385.46     | 0.00%             | 2026-12-14      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5674315.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14483 | PA      | $14058.37     | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183046392.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20881 | PA      | $20307.87     | 0.00%             | 2026-12-08      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $1328.98      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09021433.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4115 | PA      | $4123.33      | 0.00%             | 2026-05-30      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5218372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $399.34       | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $94.18        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183708997.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3444 | PA      | $3414.80      | 0.00%             | 2024-12-15      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159902.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $272.13       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $489.14       | 0.00%             | 2023-12-08      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154575.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2757 | PA      | $2639.13      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991235548.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.67        | 0.00%             | 2023-11-15      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $341.66       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1225 | PA      | $656.71       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12245031.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22305 | PA      | $22210.35     | 0.00%             | 2027-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113758.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $118.58       | 0.00%             | 2024-11-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298339.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $3.02         | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013034.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6307 | PA      | $6043.28      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $748.13       | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202283.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $289.02       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113770.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $193.07       | 0.00%             | 2023-11-19      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5178911.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10789 | PA      | $9696.31      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1921 | PA      | $1604.00      | 0.00%             | 2023-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620125.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $782.63       | 0.00%             | 2026-08-25      | Fixed         | 15.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3274 | PA      | $3101.25      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4622864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $121.56       | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                   | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3066274.21   | 0.09%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6236112.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6255 | PA      | $5994.28      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164807302.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18142 | PA      | $17699.87     | 0.00%             | 2025-01-15      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074300.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15731 | PA      | $1045.27      | 0.00%             | 2024-11-18      | Fixed         | 9.14%                 | No            |                  3 | On Loan: No      |
| African Export-Import Bank (The)                                                | African Export-Import Bank (The)                                                   | CUSIP: 00831TAA9<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | US        |   1400000 | PA      | $1245160.00   | 0.04%             | 2029-09-21      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182946956.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16572 | PA      | $16013.99     | 0.00%             | 2026-11-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4986767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $208.88       | 0.00%             | 2023-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180428.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $22.96        | 0.00%             | 2024-11-27      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991307067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.53        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09789894.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17491 | PA      | $17599.96     | 0.00%             | 2026-07-01      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182991991.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5470 | PA      | $5399.16      | 0.00%             | 2024-11-15      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4799114.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1176 | PA      | $888.47       | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998379.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4198 | PA      | $4166.18      | 0.00%             | 2026-11-08      | Fixed         | 28.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10400698.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12447 | PA      | $12580.73     | 0.00%             | 2024-10-26      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036729.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       625 | PA      | $611.23       | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285882.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7438 | PA      | $6910.72      | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48901 | PA      | $45923.03     | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3953 | PA      | $3745.76      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991367940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $3.51         | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5554643.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2920 | PA      | $2839.58      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3231 | PA      | $-163.17      | -0.00%            | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $364.11       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5296152.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3225 | PA      | $2038.39      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096421.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $12.00        | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5326604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1858 | PA      | $841.96       | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $830.20       | 0.00%             | 2023-11-26      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $259.11       | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $81.04        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10002 | PA      | $8912.42      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236189.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221398.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4637 | PA      | $4600.31      | 0.00%             | 2026-12-10      | Fixed         | 27.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5368407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4258 | PA      | $4151.66      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613041.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5065 | PA      | $5053.28      | 0.00%             | 2026-08-23      | Fixed         | 26.53%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183297337.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7313 | PA      | $7266.50      | 0.00%             | 2024-11-18      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070212.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $343.78       | 0.00%             | 2024-11-16      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10444462.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18189 | PA      | $18372.86     | 0.00%             | 2024-10-23      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171991292.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3664 | PA      | $3564.48      | 0.00%             | 2023-11-13      | Fixed         | 9.02%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31298Q5G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4056 | PA      | $4069.35      | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5535763.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3297 | PA      | $3140.79      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183497464.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $392.68       | 0.00%             | 2026-11-24      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11794186.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43017 | PA      | $43561.91     | 0.00%             | 2027-02-12      | Fixed         | 14.74%                | 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        |   6250000 | PA      | $6451714.35   | 0.18%             | 2033-01-15      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129972.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $11.72        | 0.00%             | 2024-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $78.38        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       774 | PA      | $243.58       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10210290.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7118 | PA      | $7166.90      | 0.00%             | 2026-10-02      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6052464.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7326 | PA      | $6632.37      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286797.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.50        | 0.00%             | 2024-12-15      | Fixed         | 18.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219807.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5221 | PA      | $5180.59      | 0.00%             | 2026-12-10      | Fixed         | 27.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $241.02       | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5118981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3773 | PA      | $1783.96      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.52         | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990660.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9336 | PA      | $5312.27      | 0.00%             | 2027-04-08      | Fixed         | 20.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226633.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $3.59         | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991303485.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $172.24       | 0.00%             | 2024-12-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074736.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6038 | PA      | $6006.23      | 0.00%             | 2026-11-18      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10206598.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9061 | PA      | $9011.60      | 0.00%             | 2026-10-01      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876177.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       644 | PA      | $639.71       | 0.00%             | 2024-10-19      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991012781.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.68        | 0.00%             | 2023-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $26.76        | 0.00%             | 2024-12-16      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170803.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.60        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11116 | PA      | $10287.11     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215094.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2595 | PA      | $2427.19      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183558965.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5054 | PA      | $5005.83      | 0.00%             | 2024-12-06      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $696.52       | 0.00%             | 2024-11-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $156.26       | 0.00%             | 2023-12-08      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845527.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3773 | PA      | $3522.45      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $172.32       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8753 | PA      | $8483.28      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218581.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1615 | PA      | $1515.54      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219854.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3277 | PA      | $229.26       | 0.00%             | 2026-12-10      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4630710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       965 | PA      | $262.47       | 0.00%             | 2023-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614367.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $837.35       | 0.00%             | 2024-08-24      | Fixed         | 9.22%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6131568.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19155 | PA      | $17975.96     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182215764.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13146 | PA      | $13073.17     | 0.00%             | 2024-10-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5413992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16774 | PA      | $16153.12     | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $493.83       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6240786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2036 | PA      | $1931.63      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1989153.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12747 | PA      | $-620.88      | -0.00%            | 2027-04-08      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114290.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $374.39       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615207.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2092 | PA      | $2089.05      | 0.00%             | 2026-08-24      | Fixed         | 26.92%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182709715.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9776 | PA      | $0.00         | 0.00%             | 2024-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2324 | PA      | $2360.09      | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.14        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991090200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $102.38       | 0.00%             | 2024-11-19      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152627.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $344.22       | 0.00%             | 2024-11-29      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5420 | PA      | $5221.06      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $587.73       | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $670.52       | 0.00%             | 2023-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5134 | PA      | $4932.61      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617912.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5366 | PA      | $5295.00      | 0.00%             | 2027-01-25      | Fixed         | 17.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991066377.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.27        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202EQN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78081 | PA      | $83808.42     | 0.00%             | 2037-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183717093.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4915 | PA      | $4871.02      | 0.00%             | 2024-12-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991357112.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $80.10        | 0.00%             | 2023-12-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991318223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $146.12       | 0.00%             | 2024-12-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5578976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       965 | PA      | $930.69       | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5152 | PA      | $5125.81      | 0.00%             | 2024-11-21      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4840427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7657 | PA      | $1218.34      | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183336838.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20397 | PA      | $20104.07     | 0.00%             | 2026-11-17      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $3.40         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184376915.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13478 | PA      | $13386.20     | 0.00%             | 2024-12-21      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10242846.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14978 | PA      | $14985.41     | 0.00%             | 2026-10-04      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656380.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6502 | PA      | $6258.68      | 0.00%             | 2026-11-15      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012743.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9892 | PA      | $9360.39      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991027149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $222.69       | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.33        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182833905.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16620 | PA      | $16366.12     | 0.00%             | 2024-11-02      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991368726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.96         | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5532728.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6066 | PA      | $5900.29      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6739 | PA      | $6058.67      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3251 | PA      | $2828.22      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.54        | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880088.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7790 | PA      | $7750.34      | 0.00%             | 2026-10-19      | Fixed         | 23.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6301197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10057 | PA      | $9428.40      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268449.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.30        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11232283.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36234 | PA      | $11628.56     | 0.00%             | 2026-11-07      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146950.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $284.00       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4954900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4177 | PA      | $1913.77      | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $216.07       | 0.00%             | 2024-11-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1838 | PA      | $1782.09      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1609249.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2842 | PA      | $2826.00      | 0.00%             | 2024-08-25      | Fixed         | 10.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $335.88       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104046.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $232.89       | 0.00%             | 2024-11-10      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964183.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       518 | PA      | $490.13       | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183874472.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13556 | PA      | $12698.21     | 0.00%             | 2026-12-18      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $669.17       | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $0.77         | 0.00%             | 2023-11-23      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $183.39       | 0.00%             | 2024-11-17      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4610482.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3367 | PA      | $523.71       | 0.00%             | 2023-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137879.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1620098.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2103 | PA      | $2096.93      | 0.00%             | 2024-08-25      | Fixed         | 26.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1301 | PA      | $1197.56      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183428100.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13397 | PA      | $13304.88     | 0.00%             | 2024-11-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.89        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071639.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6428 | PA      | $6370.95      | 0.00%             | 2026-11-18      | Fixed         | 12.89%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11805436.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8885 | PA      | $8862.71      | 0.00%             | 2027-02-12      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991346992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.20        | 0.00%             | 2023-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5974728.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5901 | PA      | $5630.17      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1157 | PA      | $1041.56      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5776152.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1194 | PA      | $1108.40      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117289.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       625 | PA      | $522.67       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10220069.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23798 | PA      | $24161.49     | 0.00%             | 2026-10-04      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225496.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $267.19       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | 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        |    439092 | PA      | $414622.61    | 0.01%             | 2044-09-15      | Variable      | 12.53%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214388.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3279 | PA      | $3252.16      | 0.00%             | 2026-12-09      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183326198.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5412 | PA      | $5380.13      | 0.00%             | 2024-11-22      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628947.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8700 | PA      | $8391.63      | 0.00%             | 2026-09-23      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991364368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $290.15       | 0.00%             | 2023-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876639.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1130 | PA      | $1124.39      | 0.00%             | 2025-03-19      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991426546.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $70.70        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6353 | PA      | $5920.53      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909420.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12023 | PA      | $10911.03     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5629589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26079 | PA      | $23803.93     | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $295.18       | 0.00%             | 2024-11-21      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182877276.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4365 | PA      | $4320.09      | 0.00%             | 2024-11-03      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032465.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1078.76      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5609439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3021 | PA      | $2265.69      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178634.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2168 | PA      | $2081.34      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.52        | 0.00%             | 2023-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4649015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5124 | PA      | $1526.50      | 0.00%             | 2023-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164136024.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.59        | 0.00%             | 2033-02-05      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12106034.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20116 | PA      | $20344.81     | 0.00%             | 2027-03-04      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183290549.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12730 | PA      | $12625.26     | 0.00%             | 2024-11-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31404PKD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26068 | PA      | $26584.50     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796253.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1679 | PA      | $1597.15      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $1982.42      | 0.00%             | 2024-03-28      | 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      | $175889.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $17.25        | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130256.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.38        | 0.00%             | 2023-11-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991082217.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $79.55        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1907 | PA      | $1912.28      | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184055849.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34850 | PA      | $34213.12     | 0.00%             | 2026-12-13      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.82        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6044249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45561 | PA      | $43698.09     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173388155.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $129.00       | 0.00%             | 2024-01-09      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5729412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $375.64       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1704857.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2765 | PA      | $2734.82      | 0.00%             | 2024-09-13      | Fixed         | 28.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.42        | 0.00%             | 2023-11-19      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937303.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35981 | PA      | $34803.06     | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $161.65       | 0.00%             | 2024-12-15      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182797314.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6682 | PA      | $6493.43      | 0.00%             | 2024-11-02      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11187285.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32802 | PA      | $33276.45     | 0.00%             | 2026-12-22      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6294182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7900 | PA      | $7283.44      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991227250.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $113.49       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164917.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $196.04       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217297.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2657 | PA      | $2633.87      | 0.00%             | 2026-12-09      | Fixed         | 28.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991345394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       534 | PA      | $544.69       | 0.00%             | 2024-12-08      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5829192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5194 | PA      | $4836.54      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4245 | PA      | $4116.63      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220760.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2913 | PA      | $411.24       | 0.00%             | 2026-12-10      | Fixed         | 15.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5706586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1475 | PA      | $1430.33      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169660.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $399.73       | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141384.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9091 | PA      | $754.11       | 0.00%             | 2024-11-27      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991288835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       658 | PA      | $654.33       | 0.00%             | 2024-12-16      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5198361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8012 | PA      | $1729.10      | 0.00%             | 2023-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173687.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.97        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100404.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $209.67       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218454.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2117 | PA      | $2093.89      | 0.00%             | 2024-12-09      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992210.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1919 | PA      | $1896.75      | 0.00%             | 2025-04-08      | Fixed         | 21.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270416.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25341 | PA      | $23634.81     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                            | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   9500000 | PA      | $8410695.80   | 0.24%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5561575.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3552 | PA      | $3463.90      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219054.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3813 | PA      | $3770.96      | 0.00%             | 2024-12-10      | Fixed         | 16.23%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1637322.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8044 | PA      | $7766.59      | 0.00%             | 2026-09-27      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865048.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1595 | PA      | $1549.90      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.25        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101777.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $25.44        | 0.00%             | 2024-11-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172876605.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8205 | PA      | $7875.30      | 0.00%             | 2025-12-14      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1699795.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7092 | PA      | $7019.52      | 0.00%             | 2026-09-13      | Fixed         | 11.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218865.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2536 | PA      | $1340.59      | 0.00%             | 2026-12-10      | Fixed         | 12.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072552.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7580 | PA      | $7203.08      | 0.00%             | 2026-11-18      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11916 | PA      | $11308.47     | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151426.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $46.66        | 0.00%             | 2024-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991338569.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.56        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036639.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       459 | PA      | $464.24       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09345495.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8118 | PA      | $8082.33      | 0.00%             | 2024-07-08      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097511.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $321.99       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184250542.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5448 | PA      | $5408.56      | 0.00%             | 2024-12-17      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1989018.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5957 | PA      | $5911.07      | 0.00%             | 2024-11-08      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880669.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3338 | PA      | $3303.85      | 0.00%             | 2024-10-19      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037449.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $408.35       | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5272986.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1891 | PA      | $1689.65      | 0.00%             | 2023-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $62.99        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672658.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10243 | PA      | $9768.72      | 0.00%             | 2026-12-14      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $890.35       | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991052158.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $15.20        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220492.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4319 | PA      | $313.78       | 0.00%             | 2024-12-10      | Fixed         | 19.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183970602.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10492 | PA      | $10201.28     | 0.00%             | 2026-12-10      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849390.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1585 | PA      | $1498.54      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $9.33         | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $77.99        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993684.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3169 | PA      | $3073.01      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $728.25       | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171898688.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7772 | PA      | $7599.78      | 0.00%             | 2023-11-10      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6248 | PA      | $5942.82      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285961.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $282.45       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $399.28       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17671 | PA      | $15636.01     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3380 | PA      | $3310.14      | 0.00%             | 2024-12-17      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5130180.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $392.00       | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1701942.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12284 | PA      | $12097.34     | 0.00%             | 2026-09-13      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183519416.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7000 | PA      | $6935.17      | 0.00%             | 2024-11-26      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1972 | PA      | $1805.79      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150733.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $72.92        | 0.00%             | 2023-11-28      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08944850.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10999 | PA      | $11132.17     | 0.00%             | 2025-05-02      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991353617.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.05         | 0.00%             | 2028-02-26      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991358489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $400.72       | 0.00%             | 2024-12-02      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565650.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.58        | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4623886.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1210 | PA      | $828.44       | 0.00%             | 2023-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184179384.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19944 | PA      | $611.45       | 0.00%             | 2026-12-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219041.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7197 | PA      | $7083.68      | 0.00%             | 2024-12-10      | Fixed         | 24.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991374505.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $33.32        | 0.00%             | 2023-12-01      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10537549.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22602 | PA      | $22914.24     | 0.00%             | 2026-11-02      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916973.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5005 | PA      | $4907.68      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6320163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10102 | PA      | $9436.46      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991278437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.94        | 0.00%             | 2023-12-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       803 | PA      | $797.00       | 0.00%             | 2024-12-18      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7696 | PA      | $7456.72      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3711 | PA      | $3480.53      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8167 | PA      | $6820.92      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194722.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $51.30        | 0.00%             | 2023-11-12      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2152 | PA      | $2072.68      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410682.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7142 | PA      | $7045.04      | 0.00%             | 2026-07-09      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3378 | PA      | $3250.33      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4669631.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       604 | PA      | $209.74       | 0.00%             | 2023-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1961 | PA      | $1715.66      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $409.88       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6548 | PA      | $4985.86      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5749308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $581.89       | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991412185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $19.60        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11496336.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14447 | PA      | $14657.22     | 0.00%             | 2027-02-11      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217598.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8353 | PA      | $8276.04      | 0.00%             | 2026-12-09      | Fixed         | 23.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991047526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $623.04       | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879412.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4404 | PA      | $4345.65      | 0.00%             | 2026-10-19      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10510050.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10513 | PA      | $10658.41     | 0.00%             | 2025-09-18      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5312112.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $233.84       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953400.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2055 | PA      | $1264.11      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164697305.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7605 | PA      | $7493.39      | 0.00%             | 2033-01-10      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991410854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $811.61       | 0.00%             | 2024-12-07      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4699 | PA      | $4560.94      | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991326057.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $119.30       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4963645.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22451 | PA      | $15342.69     | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991340064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $100.58       | 0.00%             | 2024-12-18      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5234308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2858 | PA      | $564.65       | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $116.02       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5239474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1814 | PA      | $1727.65      | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       730 | PA      | $726.92       | 0.00%             | 2024-11-24      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991335018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.97        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286438.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $192.06       | 0.00%             | 2024-11-22      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261098.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24030 | PA      | $22435.67     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109457.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $335.40       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076539.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $8.69         | 0.00%             | 2024-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613265.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4934 | PA      | $4924.94      | 0.00%             | 2026-08-23      | Fixed         | 23.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6238487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3076 | PA      | $2771.74      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $219.61       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       582 | PA      | $574.14       | 0.00%             | 2024-11-29      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991282307.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $216.64       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $14.33        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11329 | PA      | $10910.71     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183541185.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34708 | PA      | $4306.59      | 0.00%             | 2026-11-29      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $177.36       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991063989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.83        | 0.00%             | 2024-11-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189706.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $277.98       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182322335.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16390 | PA      | $16306.75     | 0.00%             | 2024-10-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4798675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $557.29       | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991243647.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $85.69        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $241.87       | 0.00%             | 2024-11-17      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4936861.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1590 | PA      | $850.59       | 0.00%             | 2023-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11821897.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2963 | PA      | $2894.53      | 0.00%             | 2027-03-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205446.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $113.33       | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Madison Park Funding XXXI Ltd.                                                  | Madison Park Funding XXXI Ltd., Series 2018-31A, Class B                           | CUSIP: 55819DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1478817.09   | 0.04%             | 2031-01-23      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240149.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $286.86       | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203416.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       817 | PA      | $829.29       | 0.00%             | 2024-12-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5829756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7227 | PA      | $7033.73      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618034.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1777 | PA      | $1692.39      | 0.00%             | 2024-08-24      | Fixed         | 21.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991355888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3327 | PA      | $3276.44      | 0.00%             | 2024-12-18      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $171.78       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140QMV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5336521 | PA      | $4859354.18   | 0.14%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5175985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4094 | PA      | $4013.97      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185213.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $100.14       | 0.00%             | 2024-11-29      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171927180.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5606 | PA      | $5356.05      | 0.00%             | 2023-11-15      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705731.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12902 | PA      | $12737.24     | 0.00%             | 2026-09-13      | Fixed         | 15.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183505251.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8339 | PA      | $8136.17      | 0.00%             | 2026-11-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991338831.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $-7.50        | -0.00%            | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Race Point X CLO Ltd.                                                           | Race Point X CLO Ltd., Series 2016-10A, Class B1R                                  | CUSIP: 74983DAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3551991.35   | 0.10%             | 2031-07-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Gilbert Park CLO Ltd.                                                           | Gilbert Park CLO Ltd., Series 2017-1A, Class B                                     | CUSIP: 375415AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978059.15    | 0.03%             | 2030-10-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137081.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $113.85       | 0.00%             | 2023-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000131.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1015 | PA      | $992.63       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6573 | PA      | $6363.40      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       736 | PA      | $747.32       | 0.00%             | 2024-11-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880689.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10450 | PA      | $9925.90      | 0.00%             | 2027-08-19      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149810.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $146.92       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5975138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22900 | PA      | $21318.55     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991491868.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-12      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2071971.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3711 | PA      | $265.74       | 0.00%             | 2026-11-18      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614080.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2312 | PA      | $2173.98      | 0.00%             | 2026-08-24      | Fixed         | 9.53%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1066 | PA      | $848.62       | 0.00%             | 2023-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143058.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $574.67       | 0.00%             | 2023-11-24      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-09-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184405061.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6805 | PA      | $6717.32      | 0.00%             | 2024-12-27      | Fixed         | 11.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6168599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11460 | PA      | $10876.03     | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337877.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $218.85       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991246604.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $726.15       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077777.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $46.99        | 0.00%             | 2023-11-17      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $173.94       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735770.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $985.24       | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5870202.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $836.54       | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613892.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5221 | PA      | $5060.65      | 0.00%             | 2026-08-12      | Fixed         | 19.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184029644.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25713 | PA      | $25164.10     | 0.00%             | 2026-12-28      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4520 | PA      | $3662.18      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $0.00         | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991050801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       351 | PA      | $13.70        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6041859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14402 | PA      | $13406.18     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564594.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4681 | PA      | $4571.40      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145061.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.19        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $205.19       | 0.00%             | 2023-11-15      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222378.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5871 | PA      | $416.70       | 0.00%             | 2027-05-10      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1954 | PA      | $1871.04      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940319.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5547 | PA      | $5347.52      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23485455.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       511 | PA      | $-5.77        | -0.00%            | 2027-10-15      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10624639.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16907 | PA      | $17069.92     | 0.00%             | 2025-01-03      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10045496.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8224 | PA      | $8326.32      | 0.00%             | 2026-08-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169488.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $255.96       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138076.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $497.46       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $363.06       | 0.00%             | 2024-11-18      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $125.20       | 0.00%             | 2024-11-19      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09335597.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25966 | PA      | $26542.50     | 0.00%             | 2026-06-29      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319218.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       685 | PA      | $637.09       | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11810406.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42402 | PA      | $43014.39     | 0.00%             | 2027-02-10      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $149.60       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5981510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2675 | PA      | $2552.93      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11394769.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28253 | PA      | $28266.92     | 0.00%             | 2026-12-26      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7092 | PA      | $1947.89      | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966553.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6691 | PA      | $6187.10      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177162.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $9.95         | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1221 | PA      | $1204.73      | 0.00%             | 2024-11-24      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5547391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10682 | PA      | $10411.44     | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313199.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3773 | PA      | $2465.29      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991332.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3619 | PA      | $3586.17      | 0.00%             | 2026-11-08      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183794044.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8044 | PA      | $7991.72      | 0.00%             | 2024-12-24      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213890.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $27.47        | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070300.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8481 | PA      | $8433.37      | 0.00%             | 2026-11-18      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.02        | 0.00%             | 2023-11-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       894 | PA      | $933.13       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917521.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $1268.70      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079287.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $85.26        | 0.00%             | 2023-11-14      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5271882.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6771 | PA      | $4086.91      | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6834 | PA      | $6499.29      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $0.00         | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2036 | PA      | $1977.68      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705350.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2336 | PA      | $2314.75      | 0.00%             | 2024-09-13      | Fixed         | 7.70%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $25.70        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857111.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $1493.18      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1651 | PA      | $1581.23      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9873 | PA      | $9481.47      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $180.32       | 0.00%             | 2024-11-18      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214186.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2435 | PA      | $2395.64      | 0.00%             | 2025-05-09      | Fixed         | 22.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991293819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.74        | 0.00%             | 2023-11-24      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5381030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10610 | PA      | $9631.50      | 0.00%             | 2023-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877469.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5764 | PA      | $399.80       | 0.00%             | 2027-03-19      | Fixed         | 31.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899316.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51018 | PA      | $44633.08     | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4850 | PA      | $4634.98      | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991140.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4194 | PA      | $4125.59      | 0.00%             | 2026-11-08      | Fixed         | 17.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6317213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9860 | PA      | $9123.49      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151271.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $5.06         | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182403.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $31.50        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09726689.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9347 | PA      | $9426.80      | 0.00%             | 2024-08-20      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.57         | 0.00%             | 2023-11-12      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $169.62       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874626.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5349 | PA      | $5039.46      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $11.18        | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09057421.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29018 | PA      | $29522.69     | 0.00%             | 2026-06-12      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.74        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062627.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $412.52       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124798.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $481.73       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1683070.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13182 | PA      | $12805.93     | 0.00%             | 2026-12-22      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074553.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $869.64       | 0.00%             | 2026-11-18      | Fixed         | 28.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $0.00         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1104 | PA      | $1129.84      | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11693698.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43124 | PA      | $43509.05     | 0.00%             | 2027-02-02      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6294539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3064 | PA      | $2841.07      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.24        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $3.63         | 0.00%             | 2023-11-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $115.01       | 0.00%             | 2023-11-11      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $19.90        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204148.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $74.86        | 0.00%             | 2024-11-19      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323566.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2803 | PA      | $2851.93      | 0.00%             | 2024-12-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183205986.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8434 | PA      | $8056.11      | 0.00%             | 2026-12-13      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6251852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1732 | PA      | $1609.69      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706597.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $1626.00      | 0.00%             | 2026-09-13      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183407041.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2099 | PA      | $1618.82      | 0.00%             | 2026-11-23      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5803622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6836 | PA      | $6309.96      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8949 | PA      | $8616.89      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       426 | PA      | $440.60       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220914.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1218 | PA      | $88.13        | 0.00%             | 2024-12-10      | Fixed         | 18.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6042854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6612 | PA      | $6224.53      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6170395.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5987 | PA      | $5688.53      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037339.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1131 | PA      | $1120.65      | 0.00%             | 2024-11-11      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.01        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994841.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29474 | PA      | $29215.31     | 0.00%             | 2026-11-08      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $182.76       | 0.00%             | 2023-11-13      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1293 | PA      | $1358.05      | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5415474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2303 | PA      | $2254.27      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122460.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       503 | PA      | $506.19       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5942909.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1851 | PA      | $1758.23      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5801855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3747 | PA      | $3609.63      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $54.11        | 0.00%             | 2024-11-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184030481.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4734 | PA      | $4616.40      | 0.00%             | 2024-12-13      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074605.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3036 | PA      | $3006.24      | 0.00%             | 2024-11-18      | Fixed         | 29.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991296205.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $40.27        | 0.00%             | 2023-12-19      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878006.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10120 | PA      | $10067.40     | 0.00%             | 2026-10-19      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991381282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $85.86        | 0.00%             | 2023-12-01      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222005.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12488 | PA      | $12319.00     | 0.00%             | 2026-12-10      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1195.95      | 0.00%             | 2024-11-27      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4335 | PA      | $4146.97      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| City of Austin TX Electric Utility Revenue                                      | City of Austin, Series 2019 C                                                      | CUSIP: 052414TE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $325613.06    | 0.01%             | 2031-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991390117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $246.59       | 0.00%             | 2023-12-16      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848230.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1623 | PA      | $1583.29      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991360888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $309.43       | 0.00%             | 2024-12-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184048740.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12088 | PA      | $11935.02     | 0.00%             | 2024-12-23      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219928.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2356 | PA      | $2306.22      | 0.00%             | 2026-12-10      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $347.52       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6199867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6381 | PA      | $5834.05      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991386259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       448 | PA      | $449.96       | 0.00%             | 2024-12-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6281265.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11404 | PA      | $10698.96     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929845.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8486 | PA      | $8139.15      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4049 | PA      | $3725.34      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890265.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12987 | PA      | $12533.96     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21577 | PA      | $21048.66     | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38364 | PA      | $36178.89     | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184176024.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13719 | PA      | $13616.31     | 0.00%             | 2024-12-16      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4681 | PA      | $4364.27      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1069 | PA      | $1048.20      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214609.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $150.20       | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184270452.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10183 | PA      | $9932.32      | 0.00%             | 2026-12-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613287.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $2434.63      | 0.00%             | 2026-08-23      | Fixed         | 21.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991248746.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $337.00       | 0.00%             | 2024-12-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5609811.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2361 | PA      | $2322.30      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263955.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $95.81        | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999242.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35197 | PA      | $34928.47     | 0.00%             | 2026-11-08      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646261.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18605 | PA      | $17998.49     | 0.00%             | 2024-10-28      | Fixed         | 18.26%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166989795.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17275 | PA      | $16756.91     | 0.00%             | 2025-02-20      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616813.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3767 | PA      | $3743.12      | 0.00%             | 2026-08-24      | Fixed         | 7.47%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $101.56       | 0.00%             | 2023-11-19      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184236479.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18869 | PA      | $3436.12      | 0.00%             | 2024-12-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145923.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $673.37       | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6251900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3356 | PA      | $3154.56      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1552 | PA      | $1427.61      | 0.00%             | 2024-07-10      | None          | 0.00%                 | 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        |   8200000 | PA      | $7313703.00   | 0.21%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31390HKZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1068 | PA      | $1107.29      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $191.59       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991324832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $200.02       | 0.00%             | 2024-12-16      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $257.31       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08984175.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17390 | PA      | $1667.20      | 0.00%             | 2026-06-05      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769583.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14392 | PA      | $13889.16     | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23210 | PA      | $19718.05     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $520.89       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1831 | PA      | $1786.05      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991495748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1077 | PA      | $1061.33      | 0.00%             | 2024-12-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $440.02       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $436.67       | 0.00%             | 2024-11-23      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                                           | Dominion Energy, Inc., Series C                                                    | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4351000 | PA      | $3969535.78   | 0.11%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $54.19        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $345.87       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205605.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1848 | PA      | $1734.21      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991349605.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $64.38        | 0.00%             | 2024-12-13      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043005.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $180.48       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.67        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $2.72         | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189443.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $26.74        | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1633221.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28537 | PA      | $27276.49     | 0.00%             | 2026-09-17      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991082307.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $105.83       | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08907106.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8799 | PA      | $8952.82      | 0.00%             | 2026-06-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12216739.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15518 | PA      | $15475.79     | 0.00%             | 2025-03-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $467.72       | 0.00%             | 2024-11-26      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $19.61        | 0.00%             | 2024-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $9.67         | 0.00%             | 2024-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4994636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1945 | PA      | $532.55       | 0.00%             | 2023-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219249.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4642 | PA      | $4584.76      | 0.00%             | 2026-12-10      | Fixed         | 23.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857229.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1103.19      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127588.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $99.24        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687806.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10797 | PA      | $10351.97     | 0.00%             | 2024-12-31      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139033.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $888.47       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182618845.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6765 | PA      | $6705.85      | 0.00%             | 2024-11-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109475.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $169.37       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929051.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12743 | PA      | $11957.92     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34318 | PA      | $32967.30     | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183514721.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6016 | PA      | $5935.50      | 0.00%             | 2026-11-26      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172894773.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6756 | PA      | $6553.31      | 0.00%             | 2025-12-18      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $103.45       | 0.00%             | 2024-11-13      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5881405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48645 | PA      | $46086.86     | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09813384.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16781 | PA      | $17007.18     | 0.00%             | 2025-08-13      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.26        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $349.70       | 0.00%             | 2023-11-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168372.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2051 | PA      | $2041.73      | 0.00%             | 2024-11-23      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5300900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5126 | PA      | $3667.26      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193364.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1474 | PA      | $-48.01       | -0.00%            | 2024-11-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25418308.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.94         | 0.00%             | 2027-12-23      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $287.61       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173430575.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17303 | PA      | $16839.69     | 0.00%             | 2026-01-04      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991257574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $92.72        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221493.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3576 | PA      | $1021.98      | 0.00%             | 2026-12-10      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5279457.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3486 | PA      | $3366.65      | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23543933.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1819 | PA      | $1834.78      | 0.00%             | 2028-02-28      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5677277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2134 | PA      | $2079.69      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181599922.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6873 | PA      | $6906.69      | 0.00%             | 2024-10-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $110.89       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | 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        |  11472895 | PA      | $10434121.79  | 0.29%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $216.86       | 0.00%             | 2024-11-12      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09808886.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5422 | PA      | $5455.72      | 0.00%             | 2024-08-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991336814.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1281 | PA      | $1270.88      | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994689.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3424 | PA      | $3366.07      | 0.00%             | 2026-11-08      | Fixed         | 21.04%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183610510.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15233 | PA      | $15052.05     | 0.00%             | 2024-12-09      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5561730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $999.14       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8441 | PA      | $7822.17      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991370788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1967 | PA      | $1952.68      | 0.00%             | 2024-12-17      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1704838.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2521 | PA      | $2477.68      | 0.00%             | 2024-09-13      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09787833.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31369 | PA      | $31924.18     | 0.00%             | 2026-08-24      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       568 | PA      | $564.75       | 0.00%             | 2023-12-01      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991078332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $-6.13        | -0.00%            | 2024-11-19      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $61.71        | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046804.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $1139.84      | 0.00%             | 2024-11-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5517661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5501 | PA      | $5397.84      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220132.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2643 | PA      | $756.86       | 0.00%             | 2025-05-10      | Fixed         | 25.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6030354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12065 | PA      | $11498.70     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.80        | 0.00%             | 2024-10-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $199.56       | 0.00%             | 2024-11-09      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $237.67       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5982333.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2642 | PA      | $2425.38      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5787538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27869 | PA      | $26525.89     | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177667.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $140.45       | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $146.21       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3749 | PA      | $3710.17      | 0.00%             | 2024-11-20      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31292HQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7146 | PA      | $7651.79      | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2224 | PA      | $2165.89      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10479148.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22083 | PA      | $4285.30      | 0.00%             | 2025-09-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991063812.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $89.25        | 0.00%             | 2023-11-14      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.07        | 0.00%             | 2024-11-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217989.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4101 | PA      | $295.41       | 0.00%             | 2026-12-10      | Fixed         | 22.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $642.82       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6211801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13740 | PA      | $13067.38     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991517884.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $195.81       | 0.00%             | 2024-12-17      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991035103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $1330.13      | 0.00%             | 2024-11-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153364.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $424.93       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165772.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $9.01         | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216717.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1192 | PA      | $171.33       | 0.00%             | 2026-12-09      | Fixed         | 29.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6316509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4490 | PA      | $4180.30      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991094352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $121.89       | 0.00%             | 2023-11-19      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3687 | PA      | $3574.99      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $837.13       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.53         | 0.00%             | 2028-02-16      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1678405.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12564 | PA      | $11968.62     | 0.00%             | 2026-12-14      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09746385.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6377 | PA      | $6448.41      | 0.00%             | 2026-08-15      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996652.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1113 | PA      | $1092.20      | 0.00%             | 2025-04-08      | Fixed         | 20.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18120 | PA      | $17469.41     | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163531.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23926 | PA      | $22798.65     | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183306593.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18096 | PA      | $17655.67     | 0.00%             | 2026-11-23      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1487 | PA      | $1508.49      | 0.00%             | 2024-12-06      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930522.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23193 | PA      | $22560.09     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $95.27        | 0.00%             | 2024-11-12      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $226.53       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108887.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $119.84       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775495.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $321.19       | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5550675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $421.93       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5502545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1139 | PA      | $1110.25      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652180.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16348 | PA      | $15750.07     | 0.00%             | 2024-11-08      | Fixed         | 12.10%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183008113.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3918 | PA      | $3860.78      | 0.00%             | 2024-11-05      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2956 | PA      | $2828.68      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10906 | PA      | $10431.52     | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $236.77       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $112.80       | 0.00%             | 2023-11-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08967513.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8668 | PA      | $8805.61      | 0.00%             | 2026-06-30      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214771.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2076 | PA      | $2056.74      | 0.00%             | 2026-12-09      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $45.25        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2032 | PA      | $1984.20      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182770234.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10379 | PA      | $10055.14     | 0.00%             | 2026-11-01      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15231 | PA      | $14080.22     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1572047.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5142 | PA      | $5102.77      | 0.00%             | 2026-08-25      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211549.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.12         | 0.00%             | 2027-12-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128142.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $182.88       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5147227.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2903 | PA      | $1275.50      | 0.00%             | 2023-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798578.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37199 | PA      | $37754.65     | 0.00%             | 2026-12-29      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $9.32         | 0.00%             | 2023-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.88        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182918122.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5071 | PA      | $4943.55      | 0.00%             | 2026-11-18      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5772798.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2351 | PA      | $2278.14      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $41.31        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $3.50         | 0.00%             | 2023-11-28      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183384203.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11109 | PA      | $10953.16     | 0.00%             | 2026-11-24      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104390.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $185.39       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1099 | PA      | $726.88       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       516 | PA      | $498.55       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6300703.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10243 | PA      | $9546.33      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10780891.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36768 | PA      | $37355.74     | 0.00%             | 2026-11-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1052 | PA      | $74.95        | 0.00%             | 2024-11-19      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139408.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $85.36        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746777.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7827 | PA      | $7560.38      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $101.80       | 0.00%             | 2024-11-17      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1881446.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       625 | PA      | $619.53       | 0.00%             | 2024-10-19      | Fixed         | 11.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215514.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4562 | PA      | $4512.45      | 0.00%             | 2024-12-09      | Fixed         | 6.51%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991011039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       846 | PA      | $849.25       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69932 | PA      | $58585.21     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5864120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23262 | PA      | $22460.49     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5441269.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1460 | PA      | $1290.84      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991424582.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $102.04       | 0.00%             | 2024-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $346.42       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991022344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       585 | PA      | $583.93       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181147.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $190.87       | 0.00%             | 2023-11-29      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991009159.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-06      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09771672.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7125 | PA      | $7168.68      | 0.00%             | 2023-08-12      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195764.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $103.81       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991382074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.41        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991307475.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       633 | PA      | $627.07       | 0.00%             | 2023-12-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654091.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5014 | PA      | $4809.01      | 0.00%             | 2024-11-10      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $304.09       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991315059.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $72.11        | 0.00%             | 2024-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 33 Ltd.                                             | Octagon Investment Partners 33 Ltd., Series 2017-1A, Class A2                      | CUSIP: 675711AC9<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $391790.83    | 0.01%             | 2031-01-20      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991237095.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.56        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $471.05       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2374 | PA      | $2306.45      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10173 | PA      | $9675.19      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297728.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1502 | PA      | $1465.14      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5293647.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3722 | PA      | $3283.22      | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $0.00         | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1830 | PA      | $1769.10      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184226087.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9723 | PA      | $9497.56      | 0.00%             | 2024-12-30      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5680 | PA      | $5489.82      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $271.86       | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114903.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5797 | PA      | $5791.60      | 0.00%             | 2024-11-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11319377.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7227 | PA      | $7150.34      | 0.00%             | 2024-12-20      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139914.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       985 | PA      | $-7.34        | -0.00%            | 2024-11-24      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5152683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $330.71       | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6061012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31061 | PA      | $29671.53     | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09207999.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31745 | PA      | $32232.20     | 0.00%             | 2026-07-07      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308970.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.09        | 0.00%             | 2024-12-20      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291764.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $18.29        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247212.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $284.75       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113027.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $273.92       | 0.00%             | 2023-11-17      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12033222.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29969 | PA      | $3235.05      | 0.00%             | 2026-03-14      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08914924.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11294 | PA      | $11481.58     | 0.00%             | 2026-07-19      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31415VBZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25980 | PA      | $26716.67     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.30        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31390NW81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3419 | PA      | $3543.21      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174169568.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13615 | PA      | $13183.71     | 0.00%             | 2024-02-04      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5753929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $1115.85      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991388005.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $87.28        | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991053400.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1263 | PA      | $1304.06      | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991301708.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $947.92       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275188.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $358.64       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1599086.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6562 | PA      | $6561.73      | 0.00%             | 2026-08-24      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5571039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1431 | PA      | $1382.78      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999124.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1362 | PA      | $1343.31      | 0.00%             | 2024-11-08      | Fixed         | 21.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217975.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32492 | PA      | $32211.01     | 0.00%             | 2026-12-10      | Fixed         | 26.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100814.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $283.27       | 0.00%             | 2023-11-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884678.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $1180.96      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074570.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13439 | PA      | $13281.52     | 0.00%             | 2026-11-18      | Fixed         | 18.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025986.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $102.32       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184162766.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13182 | PA      | $368.58       | 0.00%             | 2024-12-14      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991294927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $380.25       | 0.00%             | 2024-12-19      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705668.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38346 | PA      | $38016.37     | 0.00%             | 2026-09-13      | Fixed         | 7.09%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651826.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10303 | PA      | $9917.90      | 0.00%             | 2024-12-02      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135967.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       885 | PA      | $882.16       | 0.00%             | 2024-11-14      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $120.00       | 0.00%             | 2024-11-15      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $175.96       | 0.00%             | 2024-11-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219293.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12674 | PA      | $12549.00     | 0.00%             | 2026-12-10      | Fixed         | 15.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5244265.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25838 | PA      | $21225.66     | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5502855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24800 | PA      | $23614.89     | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.19         | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       507 | PA      | $365.40       | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.19        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6241104.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18747 | PA      | $17807.55     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5641293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3014 | PA      | $1782.27      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $521.32       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182127030.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6745 | PA      | $6759.31      | 0.00%             | 2024-10-18      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6116 | PA      | $5910.79      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6310025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25859 | PA      | $24101.28     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046860.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $324.29       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5598889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       862 | PA      | $845.79       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619585.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6060 | PA      | $6060.12      | 0.00%             | 2026-08-25      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $199.99       | 0.00%             | 2024-11-27      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1953 | PA      | $1868.71      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157442.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18021 | PA      | $17051.96     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5041320.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6419 | PA      | $2788.28      | 0.00%             | 2023-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $16.23        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996902.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8383 | PA      | $8312.54      | 0.00%             | 2026-11-08      | Fixed         | 31.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $142.96       | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991448481.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $330.09       | 0.00%             | 2024-12-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5561494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $279.72       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991055566.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2423 | PA      | $2403.33      | 0.00%             | 2024-11-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09029840.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21867 | PA      | $22162.28     | 0.00%             | 2026-07-05      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $110.34       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5214183.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $355.36       | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $160.63       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277293.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $6.04         | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407037.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.63        | 0.00%             | 2024-12-19      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.55        | 0.00%             | 2024-11-21      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991337692.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $37.66        | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5166292.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       472 | PA      | $450.92       | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4643057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1565 | PA      | $421.82       | 0.00%             | 2023-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $395.79       | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183777683.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5897 | PA      | $5838.26      | 0.00%             | 2024-12-03      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $87.18        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5906778.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30818 | PA      | $29003.82     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191219.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19680 | PA      | $18015.57     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $201.19       | 0.00%             | 2024-11-25      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877352.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $1303.08      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180826.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $337.12       | 0.00%             | 2023-11-24      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903617.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31377 | PA      | $30326.92     | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102484.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $727.74       | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5797143.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2355 | PA      | $2289.56      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $359.27       | 0.00%             | 2024-11-11      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5045398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9125 | PA      | $4463.92      | 0.00%             | 2023-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $334.76       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321239.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4545 | PA      | $4217.01      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280676.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $84.54        | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6417 | PA      | $6161.51      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11373885.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8883 | PA      | $9008.95      | 0.00%             | 2027-01-09      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105317.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.62        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991411230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.64         | 0.00%             | 2028-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922947.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1393 | PA      | $1289.84      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.98         | 0.00%             | 2028-02-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2079 | PA      | $1801.24      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6180179.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4872 | PA      | $4701.26      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $129.21       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183711809.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12754 | PA      | $12668.43     | 0.00%             | 2024-12-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175860.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1688 | PA      | $1727.36      | 0.00%             | 2024-11-25      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070361.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5355 | PA      | $5330.54      | 0.00%             | 2024-11-18      | Fixed         | 16.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098955.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $0.00         | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1389 | PA      | $697.88       | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176783.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       654 | PA      | $413.87       | 0.00%             | 2024-11-26      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       516 | PA      | $526.17       | 0.00%             | 2024-11-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.12         | 0.00%             | 2028-02-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $154.19       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1035 | PA      | $1031.70      | 0.00%             | 2024-11-28      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991397187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $281.54       | 0.00%             | 2024-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $289.62       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133821.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.37        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7690 | PA      | $7317.77      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $17.64        | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5662145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2856 | PA      | $2555.81      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.62        | 0.00%             | 2023-11-20      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2527 | PA      | $2355.11      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2004 | PA      | $1899.97      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5254742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $109.53       | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $12.51        | 0.00%             | 2024-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1369 | PA      | $1365.35      | 0.00%             | 2024-12-01      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2181395.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4451 | PA      | $316.78       | 0.00%             | 2026-12-10      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       934 | PA      | $950.55       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2016-C03, Class 1M2                     | CUSIP: 30711XCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2545196 | PA      | $2638006.79   | 0.07%             | 2028-10-25      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746716.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6500 | PA      | $6234.93      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183102073.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3077 | PA      | $3049.06      | 0.00%             | 2024-11-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299824.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $446.36       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172968764.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2327 | PA      | $2278.71      | 0.00%             | 2024-01-04      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073544.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1403 | PA      | $1391.39      | 0.00%             | 2024-11-18      | Fixed         | 26.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031006.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.57        | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       491 | PA      | $485.37       | 0.00%             | 2024-11-28      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235941.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5179 | PA      | $4964.54      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083736.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.46         | 0.00%             | 2024-11-20      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.89        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877030.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13349 | PA      | $963.74       | 0.00%             | 2026-10-19      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10204096.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15095 | PA      | $15309.91     | 0.00%             | 2025-10-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $196.00       | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2988 | PA      | $2874.17      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991759.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4363 | PA      | $4324.59      | 0.00%             | 2026-11-08      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.07        | 0.00%             | 2023-04-18      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183436430.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29810 | PA      | $29136.53     | 0.00%             | 2026-12-23      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999186.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $2349.32      | 0.00%             | 2024-11-08      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214667.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4865 | PA      | $4806.01      | 0.00%             | 2027-05-09      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704821.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4400 | PA      | $1173.85      | 0.00%             | 2027-02-13      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616936.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7932 | PA      | $557.23       | 0.00%             | 2026-08-24      | Fixed         | 31.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $337.96       | 0.00%             | 2024-11-19      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| State of Minnesota                                                              | State of Minnesota, Series 2013 F                                                  | CUSIP: 604129Q74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5760000 | PA      | $5825756.16   | 0.16%             | 2024-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $61.64        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5441850.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1830 | PA      | $1784.10      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5179167.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $859.33       | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.51        | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015688.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $336.85       | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991235150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $126.05       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $163.08       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $1003.55      | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $390.32       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167821.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $32.15        | 0.00%             | 2024-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $1029.98      | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                 | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3539068.70   | 0.10%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195686.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.95         | 0.00%             | 2024-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183306891.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12995 | PA      | $12687.19     | 0.00%             | 2026-11-19      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5972280.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7299 | PA      | $7112.31      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183532916.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7893 | PA      | $5301.08      | 0.00%             | 2025-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153822.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $-7.76        | -0.00%            | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5551837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4102 | PA      | $1479.99      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.46        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135727.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $12.97        | 0.00%             | 2024-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262312.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $92.85        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940897.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16726 | PA      | $13503.03     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2222 | PA      | $2132.60      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $897.29       | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1607545.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8624 | PA      | $8338.49      | 0.00%             | 2024-08-12      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1642 | PA      | $1556.52      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991227531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       739 | PA      | $746.83       | 0.00%             | 2024-11-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10314505.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7907 | PA      | $7841.22      | 0.00%             | 2024-10-18      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       599 | PA      | $623.99       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $2.51         | 0.00%             | 2024-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5288677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $256.49       | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11341268.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33468 | PA      | $33902.90     | 0.00%             | 2027-01-03      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38061 | PA      | $36062.52     | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13460 | PA      | $12680.45     | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09791798.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22706 | PA      | $22884.92     | 0.00%             | 2024-08-18      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818437.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4545 | PA      | $2546.97      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991054718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $302.76       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12312 | PA      | $12036.60     | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216089.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1472.31      | 0.00%             | 2024-11-28      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991419325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $311.24       | 0.00%             | 2024-12-06      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11237745.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7069 | PA      | $7169.02      | 0.00%             | 2025-12-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23793303.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13251 | PA      | $13768.44     | 0.00%             | 2024-11-05      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101093.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $185.99       | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878885.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       493 | PA      | $468.64       | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.21        | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270555.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $372.97       | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09045963.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29079 | PA      | $29394.34     | 0.00%             | 2026-08-01      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191079.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.62        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $579.66       | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990565.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1891 | PA      | $1866.64      | 0.00%             | 2024-11-08      | Fixed         | 26.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8256 | PA      | $7503.50      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024171.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2141 | PA      | $1942.24      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $540.75       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11923967.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7350 | PA      | $7409.99      | 0.00%             | 2024-01-15      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184045620.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7379 | PA      | $333.87       | 0.00%             | 2024-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107401.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.94         | 0.00%             | 2023-11-22      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $45.93        | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110027.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.72        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $5.64         | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11594848.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15668 | PA      | $15608.10     | 0.00%             | 2025-02-12      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245580.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.10        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991361331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $729.32       | 0.00%             | 2023-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044384.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $517.86       | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $15.16        | 0.00%             | 2024-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7296 | PA      | $7006.83      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1157 | PA      | $166.90       | 0.00%             | 2023-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181660.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $1.22         | 0.00%             | 2027-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08979775.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21478 | PA      | $22052.71     | 0.00%             | 2026-04-16      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779222.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3093 | PA      | $2787.18      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5704111.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4025 | PA      | $3915.69      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359463.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $234.18       | 0.00%             | 2023-12-08      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $116.50       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4991162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5956 | PA      | $2251.25      | 0.00%             | 2023-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991295581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $851.00       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $136.04       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164526400.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $221.17       | 0.00%             | 2033-02-27      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $5.68         | 0.00%             | 2023-11-09      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876834.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13609 | PA      | $13540.38     | 0.00%             | 2026-10-19      | Fixed         | 26.05%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36179W5A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1756406 | PA      | $1519623.59   | 0.04%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6228393.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23623 | PA      | $22372.31     | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $141.70       | 0.00%             | 2024-11-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $6.72         | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994680.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2543 | PA      | $2499.21      | 0.00%             | 2026-11-08      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10527263.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11934 | PA      | $12145.07     | 0.00%             | 2026-10-30      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086163.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $1155.50      | 0.00%             | 2024-11-19      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6030584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13124 | PA      | $12611.44     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258121.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1479 | PA      | $1514.33      | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $59.59        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996438.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4924 | PA      | $4854.31      | 0.00%             | 2026-11-08      | Fixed         | 18.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1043 | PA      | $-39.24       | -0.00%            | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612153.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1476 | PA      | $1467.03      | 0.00%             | 2024-08-23      | Fixed         | 17.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991421136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $93.10        | 0.00%             | 2024-12-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149182.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $150.43       | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5562285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2350 | PA      | $2239.74      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182729893.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18439 | PA      | $6932.39      | 0.00%             | 2027-05-10      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991352757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $210.31       | 0.00%             | 2024-12-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11128 | PA      | $10839.60     | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.17         | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5198087.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2569 | PA      | $2260.31      | 0.00%             | 2023-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $-12.27       | -0.00%            | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5974494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $636.25       | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09427047.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9621 | PA      | $9756.53      | 0.00%             | 2026-07-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217213.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       566 | PA      | $565.26       | 0.00%             | 2024-11-28      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $563.62       | 0.00%             | 2024-11-08      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933940.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7005 | PA      | $6667.68      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767523.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22959 | PA      | $21623.89     | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1816 | PA      | $1886.68      | 0.00%             | 2024-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991429687.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.10        | 0.00%             | 2024-12-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183895252.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10311 | PA      | $9904.76      | 0.00%             | 2024-12-21      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $3.67         | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10293468.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33180 | PA      | $33626.62     | 0.00%             | 2025-10-15      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $128.51       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       559 | PA      | $580.42       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877100.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1704 | PA      | $24.04        | 0.00%             | 2026-10-19      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12017319.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27528 | PA      | $27920.90     | 0.00%             | 2027-03-09      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215661.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10622 | PA      | $10529.05     | 0.00%             | 2026-12-09      | Fixed         | 28.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214345.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2651 | PA      | $2628.44      | 0.00%             | 2026-12-09      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $-0.56        | -0.00%            | 2028-02-16      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828037.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1221 | PA      | $1123.07      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $207.01       | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818947.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $821.97       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991455309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.51        | 0.00%             | 2024-12-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6005731.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1231 | PA      | $1146.88      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075115.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5257 | PA      | $5239.08      | 0.00%             | 2026-11-18      | Fixed         | 29.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5129018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $588.27       | 0.00%             | 2023-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174224849.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1520 | PA      | $1503.11      | 0.00%             | 2024-01-29      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $178.43       | 0.00%             | 2023-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991315348.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $170.28       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650463.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8234 | PA      | $7989.65      | 0.00%             | 2026-10-29      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       466 | PA      | $100.41       | 0.00%             | 2024-11-12      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075025.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $653.73       | 0.00%             | 2026-11-18      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991297898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $105.27       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5212195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $1156.81      | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10229378.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30829 | PA      | $30821.43     | 0.00%             | 2026-09-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216255.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       604 | PA      | $397.98       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5171455.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $143.91       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09861229.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9658 | PA      | $9802.50      | 0.00%             | 2026-09-22      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991061800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $118.53       | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25187 | PA      | $23639.85     | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092913.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $84.45        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993474.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3578 | PA      | $259.67       | 0.00%             | 2026-11-08      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165450743.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15535 | PA      | $14957.14     | 0.00%             | 2025-03-31      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6282814.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24217 | PA      | $22542.58     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12231521.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31471 | PA      | $31763.87     | 0.00%             | 2027-01-26      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103315.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $67.29        | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298377.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.08        | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991418713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.84        | 0.00%             | 2024-12-10      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5220666.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       692 | PA      | $606.50       | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4002 | PA      | $3820.51      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $703.31       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133996.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $135.10       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217642.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $263.02       | 0.00%             | 2024-11-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876497.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2968 | PA      | $2954.02      | 0.00%             | 2026-10-19      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6122783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11928 | PA      | $11335.76     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2029 | PA      | $1960.27      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15847 | PA      | $13724.77     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11301237.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15946 | PA      | $9683.32      | 0.00%             | 2027-01-02      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09726592.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13694 | PA      | $13826.08     | 0.00%             | 2024-08-20      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614073.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6777 | PA      | $1005.98      | 0.00%             | 2024-08-24      | Fixed         | 15.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072338.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6083 | PA      | $6038.40      | 0.00%             | 2026-11-18      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991329390.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $26.64        | 0.00%             | 2023-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11410923.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8574 | PA      | $8640.71      | 0.00%             | 2026-12-28      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877902.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17436 | PA      | $16535.63     | 0.00%             | 2027-03-19      | Fixed         | 26.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183993.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       922 | PA      | $943.81       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10476920.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14425 | PA      | $14603.51     | 0.00%             | 2025-09-06      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5752143.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6614 | PA      | $6412.03      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636593.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $1254.34      | 0.00%             | 2024-09-24      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218752.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $1456.41      | 0.00%             | 2026-12-09      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991303088.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.18         | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617697.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1458 | PA      | $1385.85      | 0.00%             | 2024-08-24      | Fixed         | 29.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5764075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1100 | PA      | $1069.69      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991408874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $46.99        | 0.00%             | 2023-12-13      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614078.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1612 | PA      | $1610.01      | 0.00%             | 2026-08-24      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182871003.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15537 | PA      | $15057.94     | 0.00%             | 2026-11-03      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Vivion Investments SARL                                                         | Vivion Investments SARL                                                            | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |   1700000 | PA      | $1563333.75   | 0.04%             | 2024-08-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171218.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1292 | PA      | $1322.29      | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190202.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.14        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218896.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7131 | PA      | $7004.40      | 0.00%             | 2027-05-10      | Fixed         | 19.03%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184009395.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27111 | PA      | $25566.56     | 0.00%             | 2026-12-10      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152605.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $44.66        | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991343243.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $45.93        | 0.00%             | 2024-12-08      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11379674.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29864 | PA      | $30308.92     | 0.00%             | 2025-12-26      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5690544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3300 | PA      | $3169.04      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5952095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2046 | PA      | $1952.38      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3285 | PA      | $3209.36      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.01        | 0.00%             | 2023-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5803882.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2195 | PA      | $2150.31      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1611607.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2656 | PA      | $2652.86      | 0.00%             | 2026-08-23      | Fixed         | 31.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6175030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14490 | PA      | $13714.36     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4928138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6946 | PA      | $3598.14      | 0.00%             | 2023-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991010218.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       592 | PA      | $416.18       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09352779.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6376 | PA      | $6490.33      | 0.00%             | 2025-07-10      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6252207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39353 | PA      | $37243.01     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183680345.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11007 | PA      | $10713.04     | 0.00%             | 2026-12-10      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $54.86        | 0.00%             | 2023-11-24      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635159.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11070 | PA      | $9153.19      | 0.00%             | 2024-09-22      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4993286.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $467.25       | 0.00%             | 2023-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991976.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2837 | PA      | $2815.09      | 0.00%             | 2024-11-08      | Fixed         | 18.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5024347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2526 | PA      | $433.77       | 0.00%             | 2023-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $141.11       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3039 | PA      | $2941.03      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09019999.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35966 | PA      | $36558.05     | 0.00%             | 2026-04-22      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991297402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $231.75       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992622.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4913 | PA      | $4852.94      | 0.00%             | 2026-11-08      | Fixed         | 16.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $223.20       | 0.00%             | 2024-11-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09088134.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4590 | PA      | $4588.84      | 0.00%             | 2026-05-31      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5251513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6221 | PA      | $5434.48      | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183568984.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20882 | PA      | $20534.15     | 0.00%             | 2024-12-07      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11370718.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17579 | PA      | $17463.08     | 0.00%             | 2027-01-07      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5666857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55287 | PA      | $45905.29     | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $103.96       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.39        | 0.00%             | 2023-11-25      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179415.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $689.15       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991295104.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $101.91       | 0.00%             | 2024-11-22      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3112 | PA      | $2916.83      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151728.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $153.34       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159575.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $755.28       | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10389402.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3864 | PA      | $3796.59      | 0.00%             | 2026-10-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5321560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $774.79       | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215706.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2142 | PA      | $2112.37      | 0.00%             | 2026-12-09      | Fixed         | 19.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991021150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $267.67       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5124355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5371 | PA      | $5238.51      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5129823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2159 | PA      | $1701.27      | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166982249.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6496 | PA      | $6325.28      | 0.00%             | 2025-02-21      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $344.20       | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38640 | PA      | $35912.04     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4744489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       931 | PA      | $499.88       | 0.00%             | 2023-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38499 | PA      | $31165.08     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161342.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6595 | PA      | $6121.41      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $108.88       | 0.00%             | 2023-11-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5528715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1061 | PA      | $373.29       | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11408867.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25283 | PA      | $25325.79     | 0.00%             | 2027-01-10      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5623606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17932 | PA      | $17356.08     | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221731.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5475 | PA      | $5422.72      | 0.00%             | 2027-05-10      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08970339.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13091 | PA      | $13487.76     | 0.00%             | 2026-05-29      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204271.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $153.93       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991361774.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $70.91        | 0.00%             | 2024-12-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991393693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $324.11       | 0.00%             | 2024-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873483.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $943.35       | 0.00%             | 2024-10-19      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990425.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3542 | PA      | $3488.30      | 0.00%             | 2024-11-08      | Fixed         | 27.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6807 | PA      | $6449.50      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143939.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $298.38       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9817 | PA      | $9358.74      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991349755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.65        | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991334534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $201.57       | 0.00%             | 2024-12-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4174 | PA      | $4025.38      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       320 | PA      | $327.68       | 0.00%             | 2024-11-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $10.49        | 0.00%             | 2023-12-17      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5738362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2147 | PA      | $2094.84      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $338.26       | 0.00%             | 2024-11-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $29.25        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $613.77       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5303325.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5143 | PA      | $3206.08      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30836 | PA      | $29570.97     | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238481.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $156.31       | 0.00%             | 2024-11-26      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.59        | 0.00%             | 2023-11-24      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5543476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $276.71       | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165291952.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       976 | PA      | $972.09       | 0.00%             | 2033-01-21      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $86.81        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614621.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5443 | PA      | $5426.81      | 0.00%             | 2024-08-24      | Fixed         | 22.87%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09208095.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13007 | PA      | $13196.42     | 0.00%             | 2026-07-11      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.13        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221765.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8143 | PA      | $8076.33      | 0.00%             | 2026-12-10      | Fixed         | 7.56%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09355200.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28296 | PA      | $28751.97     | 0.00%             | 2025-07-17      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245781.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $237.49       | 0.00%             | 2023-11-13      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308390.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7697 | PA      | $7168.90      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158541.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $161.01       | 0.00%             | 2023-11-24      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6286231.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5970 | PA      | $5585.72      | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5981918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2236 | PA      | $2163.03      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617253.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11613 | PA      | $11596.31     | 0.00%             | 2026-08-24      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5256936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3364 | PA      | $2607.72      | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1770 | PA      | $1693.57      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $132.08       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $89.26        | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164033983.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11668 | PA      | $10821.02     | 0.00%             | 2024-12-30      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159782.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $270.09       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5816654.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13550 | PA      | $12388.05     | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $128.19       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.55        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5530818.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5979 | PA      | $5853.70      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105231.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $137.57       | 0.00%             | 2023-11-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070073.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7675 | PA      | $7569.43      | 0.00%             | 2026-11-18      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182112904.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12718 | PA      | $12347.49     | 0.00%             | 2024-10-19      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31412XYJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3853 | PA      | $3919.95      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991388996.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $138.84       | 0.00%             | 2023-12-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991389147.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $198.22       | 0.00%             | 2026-12-19      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604105.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23472 | PA      | $22584.93     | 0.00%             | 2026-08-12      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5369469.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       557 | PA      | $499.00       | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221540.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       893 | PA      | $876.21       | 0.00%             | 2026-12-10      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $31.56        | 0.00%             | 2023-11-30      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10211394.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15805 | PA      | $16091.77     | 0.00%             | 2026-09-30      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881733.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1419 | PA      | $729.37       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184189674.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8028 | PA      | $7976.20      | 0.00%             | 2024-12-24      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617548.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3913 | PA      | $3906.83      | 0.00%             | 2026-08-24      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $59.11        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2876 | PA      | $2759.23      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184367167.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4969 | PA      | $4937.98      | 0.00%             | 2024-12-23      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995067.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5504 | PA      | $-59.70       | -0.00%            | 2026-11-08      | Fixed         | 30.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215113.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3653 | PA      | $2095.55      | 0.00%             | 2025-05-09      | Fixed         | 19.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $8.55         | 0.00%             | 2023-11-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991420296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $27.80        | 0.00%             | 2023-12-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182164.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $258.35       | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657014.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28389 | PA      | $27413.40     | 0.00%             | 2026-10-29      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170710.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $241.61       | 0.00%             | 2024-11-15      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991243097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $159.18       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16662 | PA      | $14223.05     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166334.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $61.97        | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927086.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1024 | PA      | $984.29       | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $219.30       | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $134.03       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5508073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1091 | PA      | $1021.74      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4959 | PA      | $4943.65      | 0.00%             | 2024-11-21      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5089593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3348 | PA      | $2914.36      | 0.00%             | 2023-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991329812.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       793 | PA      | $788.34       | 0.00%             | 2024-12-13      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991406536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $246.71       | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4586790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $70.25        | 0.00%             | 2023-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2068374.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4377 | PA      | $4161.83      | 0.00%             | 2026-11-18      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215303.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6013 | PA      | $5956.09      | 0.00%             | 2026-12-09      | Fixed         | 20.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $297.14       | 0.00%             | 2023-11-14      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195967.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $213.32       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991326852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $286.59       | 0.00%             | 2024-12-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194549.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $80.64        | 0.00%             | 2024-12-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 168170703.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7486 | PA      | $6875.47      | 0.00%             | 2025-03-13      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4756626.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1916 | PA      | $427.25       | 0.00%             | 2023-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996185.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4244 | PA      | $4186.95      | 0.00%             | 2026-11-08      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125428.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $181.13       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991346576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $14.40        | 0.00%             | 2024-12-02      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995850.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       956 | PA      | $947.86       | 0.00%             | 2026-11-08      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472959.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8240 | PA      | $7704.42      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657254.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28567 | PA      | $27586.54     | 0.00%             | 2026-10-29      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628431.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9294 | PA      | $8914.51      | 0.00%             | 2026-09-22      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5223082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $590.36       | 0.00%             | 2023-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3756 | PA      | $3602.81      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       724 | PA      | $536.98       | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $454.74       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2304 | PA      | $2184.98      | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144041.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $259.51       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6030314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2821 | PA      | $2724.53      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $60.58        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5499 | PA      | $2504.05      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581233.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4208 | PA      | $3539.73      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158904.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.13        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       945 | PA      | $969.82       | 0.00%             | 2024-11-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       400 | PA      | $-68.18       | -0.00%            | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157093.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $0.16         | 0.00%             | 2027-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996568.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3226 | PA      | $3180.53      | 0.00%             | 2025-04-08      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6502 | PA      | $6206.79      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $1583.40      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08985969.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15985 | PA      | $16182.13     | 0.00%             | 2026-04-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183490789.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6612 | PA      | $6400.15      | 0.00%             | 2026-11-23      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4299 | PA      | $4022.22      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $100.22       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170500.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $-0.08        | -0.00%            | 2024-11-11      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.38        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291345.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $134.16       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11279539.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8351 | PA      | $8483.48      | 0.00%             | 2026-01-09      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $7.00         | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073997.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1481 | PA      | $1459.66      | 0.00%             | 2026-11-18      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $91.19        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $194.80       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $174.98       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121485.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $205.81       | 0.00%             | 2024-11-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       802 | PA      | $783.22       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991332951.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $1.30         | 0.00%             | 2024-11-29      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872937.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12661 | PA      | $12178.20     | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5689483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16520 | PA      | $14265.06     | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.51        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069944.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8188 | PA      | $8094.75      | 0.00%             | 2026-11-18      | Fixed         | 18.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991248019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $979.53       | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5305709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $592.81       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $194.41       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $831.32       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991390886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $350.27       | 0.00%             | 2024-12-17      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5169588.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1630 | PA      | $1588.03      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6294490.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3112 | PA      | $2856.54      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2213572.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2157 | PA      | $2136.65      | 0.00%             | 2026-12-09      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216862.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1780 | PA      | $491.77       | 0.00%             | 2026-12-09      | Fixed         | 21.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $72.89        | 0.00%             | 2023-11-12      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323212.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $95.30        | 0.00%             | 2024-12-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5808913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4859 | PA      | $4687.13      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173106203.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6325 | PA      | $6229.79      | 0.00%             | 2023-12-18      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991362615.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $101.13       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6302888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1440 | PA      | $1330.76      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6171468.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3006 | PA      | $2852.38      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3280 | PA      | $3163.33      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $152.34       | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221125.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $1670.45      | 0.00%             | 2026-12-10      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.91        | 0.00%             | 2024-11-11      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $273.06       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072221.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4744 | PA      | $4723.18      | 0.00%             | 2024-11-18      | Fixed         | 19.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183234734.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21523 | PA      | $21618.39     | 0.00%             | 2026-11-27      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274754.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4467 | PA      | $4553.33      | 0.00%             | 2024-12-15      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10251523.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12810 | PA      | $1232.11      | 0.00%             | 2026-10-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5941 | PA      | $4357.57      | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331258.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $448.06       | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31385PZ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1729 | PA      | $1732.91      | 0.00%             | 2030-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09751288.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12126 | PA      | $12230.64     | 0.00%             | 2025-08-09      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.60        | 0.00%             | 2024-11-12      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $681.77       | 0.00%             | 2023-11-09      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183493762.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24051 | PA      | $23668.93     | 0.00%             | 2024-12-10      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd., Class A                                             | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |  28762824 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2334 | PA      | $2174.43      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991292382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.94         | 0.00%             | 2023-11-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658902.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1192 | PA      | $1154.02      | 0.00%             | 2026-11-09      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730218.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1221 | PA      | $1192.19      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630432.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9821 | PA      | $9436.54      | 0.00%             | 2026-09-27      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $342.18       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325685.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1188 | PA      | $806.75       | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fiserv, Inc.                                                                    | Fiserv, Inc.                                                                       | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   9100000 | PA      | $7940566.27   | 0.22%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183540900.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $1677.91      | 0.00%             | 2024-11-24      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6033057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4258 | PA      | $3835.15      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6021480.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6819 | PA      | $6462.99      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31335GNC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       463 | PA      | $480.41       | 0.00%             | 2026-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $117.65       | 0.00%             | 2023-11-11      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4007 | PA      | $3794.19      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100908.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1303 | PA      | $1330.04      | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184224030.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16898 | PA      | $16377.27     | 0.00%             | 2026-12-23      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183582737.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7272 | PA      | $337.48       | 0.00%             | 2025-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $90.85        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09114468.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10553 | PA      | $3069.75      | 0.00%             | 2025-06-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619050.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3167 | PA      | $3139.28      | 0.00%             | 2026-08-25      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4890331.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4293 | PA      | $2026.22      | 0.00%             | 2023-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10352466.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11204 | PA      | $11295.22     | 0.00%             | 2026-10-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $121.62       | 0.00%             | 2024-11-23      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11804667.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18967 | PA      | $18978.96     | 0.00%             | 2027-02-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182861781.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13253 | PA      | $0.00         | 0.00%             | 2024-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 156733268.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5741 | PA      | $5602.93      | 0.00%             | 2024-09-03      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $863.79       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.32         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2883 | PA      | $2816.11      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8847 | PA      | $8174.70      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09717797.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15719 | PA      | $15914.72     | 0.00%             | 2026-07-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $97.48        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5587897.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21318 | PA      | $7799.63      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5495244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1864 | PA      | $1208.34      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128305.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $19.92        | 0.00%             | 2024-11-17      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064904.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $1158.55      | 0.00%             | 2024-11-09      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204108.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.93         | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991055412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2112 | PA      | $2103.53      | 0.00%             | 2024-11-12      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31373KHT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613502 | PA      | $590278.13    | 0.02%             | 2034-09-01      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044475.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $55.40        | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581507.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10861 | PA      | $10549.24     | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991353794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $10.69        | 0.00%             | 2023-12-10      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217133.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20708 | PA      | $20489.07     | 0.00%             | 2026-12-09      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991050659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $257.61       | 0.00%             | 2023-11-13      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219005.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3157 | PA      | $3129.33      | 0.00%             | 2026-12-10      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324711.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2854 | PA      | $2569.85      | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $189.83       | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074811.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5285 | PA      | $375.76       | 0.00%             | 2027-04-18      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991082590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3162 | PA      | $3153.76      | 0.00%             | 2024-11-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2435 | PA      | $2339.78      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218780.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4792 | PA      | $4759.15      | 0.00%             | 2026-12-10      | Fixed         | 29.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184441920.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3835 | PA      | $476.91       | 0.00%             | 2024-12-27      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648636.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $1589.40      | 0.00%             | 2026-10-27      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763952.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1224 | PA      | $1195.01      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996943.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4280 | PA      | $4215.89      | 0.00%             | 2026-11-08      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871595.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1651 | PA      | $1596.89      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991372826.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.63         | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6171800.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $444.83       | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09208119.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1974 | PA      | $1480.40      | 0.00%             | 2023-07-11      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880707.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1980 | PA      | $1966.23      | 0.00%             | 2026-10-19      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627039.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3167 | PA      | $3052.71      | 0.00%             | 2026-09-20      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269555.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $220.27       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20657 | PA      | $19886.66     | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163257946.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18557 | PA      | $17518.86     | 0.00%             | 2025-10-24      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $132.62       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27160 | PA      | $23793.60     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3384 | PA      | $3111.22      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       610 | PA      | $147.21       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656630.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $592.62       | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.19        | 0.00%             | 2023-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163350.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $342.93       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.69        | 0.00%             | 2023-11-14      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618119.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4218 | PA      | $4206.23      | 0.00%             | 2024-08-24      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $204.64       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991294963.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $6.52         | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998538.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3371 | PA      | $3325.85      | 0.00%             | 2024-11-08      | Fixed         | 20.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.94        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4914578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $186.55       | 0.00%             | 2023-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103401.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       466 | PA      | $477.36       | 0.00%             | 2024-11-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221560.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2088 | PA      | $2072.48      | 0.00%             | 2026-12-10      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5751852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9863 | PA      | $9490.63      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5791040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8649 | PA      | $8429.17      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790500.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2977 | PA      | $2882.65      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.77        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130997.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $49.98        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215951.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $727.35       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2342 | PA      | $2175.26      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1661409.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7229 | PA      | $6904.87      | 0.00%             | 2026-11-05      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217484.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8046 | PA      | $7970.84      | 0.00%             | 2026-12-09      | Fixed         | 28.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1704787.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2814 | PA      | $2780.10      | 0.00%             | 2024-09-13      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991341386.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1752 | PA      | $1788.35      | 0.00%             | 2024-12-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51395 | PA      | $48687.34     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991416236.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $117.02       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991342288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $168.76       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613087.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6377 | PA      | $6313.09      | 0.00%             | 2026-08-23      | Fixed         | 17.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472909.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4341 | PA      | $4174.84      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $675.44       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696106.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1056.67      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991219396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $79.31        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221277.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6699 | PA      | $6628.68      | 0.00%             | 2024-12-10      | Fixed         | 9.11%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151065.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $441.53       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $328.87       | 0.00%             | 2024-11-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163859690.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10047 | PA      | $9267.71      | 0.00%             | 2025-01-03      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731937.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22567 | PA      | $21363.62     | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $460.79       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991281491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $50.26        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182090100.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4173 | PA      | $4021.83      | 0.00%             | 2024-10-18      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106632.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $358.77       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064202.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3804 | PA      | $3501.82      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1620525.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4764 | PA      | $4571.89      | 0.00%             | 2026-08-24      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10135442.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19762 | PA      | $19950.03     | 0.00%             | 2024-10-16      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       685 | PA      | $693.35       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900521.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $305.68       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149147.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $939.52       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $112.14       | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5578920.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $663.69       | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139982.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $17.03        | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991181.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9175 | PA      | $9093.51      | 0.00%             | 2026-11-08      | Fixed         | 20.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276708.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $214.28       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173995037.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       466 | PA      | $465.68       | 0.00%             | 2024-01-28      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       507 | PA      | $497.97       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $375.59       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991457248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $103.66       | 0.00%             | 2024-12-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6276300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20433 | PA      | $19017.87     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5117350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       856 | PA      | $809.21       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09249334.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7618 | PA      | $4730.58      | 0.00%             | 2026-08-10      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991447470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $353.82       | 0.00%             | 2024-12-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618114.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2662 | PA      | $2658.64      | 0.00%             | 2026-08-24      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991066416.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $12.32        | 0.00%             | 2024-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5737077.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $1153.76      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.89         | 0.00%             | 2028-02-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20426 | PA      | $16789.03     | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1399 | PA      | $1082.70      | 0.00%             | 2023-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $168.10       | 0.00%             | 2023-11-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183683504.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9820 | PA      | $535.96       | 0.00%             | 2026-12-02      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2060606.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32058 | PA      | $31716.70     | 0.00%             | 2026-11-18      | Fixed         | 19.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147163.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $92.87        | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991357406.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $8.44         | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998067.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36066 | PA      | $35549.11     | 0.00%             | 2026-11-08      | Fixed         | 17.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $21.73        | 0.00%             | 2024-11-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $1746.90      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103706.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1583 | PA      | $1587.30      | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033351.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.28        | 0.00%             | 2024-11-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183402569.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7430 | PA      | $7269.31      | 0.00%             | 2026-12-06      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991271173.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $771.52       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1828554.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       925 | PA      | $916.61       | 0.00%             | 2024-10-19      | Fixed         | 9.21%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991352797.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1043 | PA      | $1039.02      | 0.00%             | 2024-12-16      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $70.92        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991342598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $122.27       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11306719.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13271 | PA      | $13467.98     | 0.00%             | 2027-01-08      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064822.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $157.21       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $24.13        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5719317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1910 | PA      | $1651.60      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100054.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       558 | PA      | $573.30       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157062.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       806 | PA      | $821.00       | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164249.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.46        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118023.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $181.79       | 0.00%             | 2024-11-22      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09343037.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6558 | PA      | $6499.55      | 0.00%             | 2026-07-11      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.70        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613038.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2379 | PA      | $2374.27      | 0.00%             | 2024-08-23      | Fixed         | 18.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074324.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1377 | PA      | $1365.22      | 0.00%             | 2024-11-18      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4868584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5694 | PA      | $1456.27      | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $42.25        | 0.00%             | 2023-11-11      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5158889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       600 | PA      | $589.77       | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617836.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3386 | PA      | $3381.30      | 0.00%             | 2026-08-24      | Fixed         | 29.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1707041.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15663 | PA      | $15498.84     | 0.00%             | 2024-09-13      | Fixed         | 6.68%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190627.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $-42.97       | -0.00%            | 2024-11-17      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13734 | PA      | $10622.43     | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234421.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $164.71       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151477.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $278.94       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136825.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4831 | PA      | $4587.12      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1938 | PA      | $1869.18      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $93.96        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178101.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $24.77        | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991533128.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $693.85       | 0.00%             | 2024-12-19      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $425.69       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071378.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6406 | PA      | $6319.20      | 0.00%             | 2026-11-18      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $172.01       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220064.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2103 | PA      | $2087.39      | 0.00%             | 2026-12-10      | Fixed         | 27.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       503 | PA      | $262.11       | 0.00%             | 2023-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4832985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12795 | PA      | $2491.74      | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991038725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $103.66       | 0.00%             | 2024-11-12      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $414.09       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $259.85       | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103415.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $104.97       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183607115.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19537 | PA      | $18825.53     | 0.00%             | 2026-12-01      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984580.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       528 | PA      | $515.38       | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206750.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1947 | PA      | $1984.26      | 0.00%             | 2024-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245774.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       388 | PA      | $393.11       | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286129.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $5.24         | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5622786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1492 | PA      | $1371.04      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $218.88       | 0.00%             | 2024-11-23      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $44.53        | 0.00%             | 2023-11-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4946 | PA      | $4815.26      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10561131.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28871 | PA      | $29280.13     | 0.00%             | 2026-11-16      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932034.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6109 | PA      | $5856.51      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4639019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $159.56       | 0.00%             | 2023-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991248866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $323.42       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $214.99       | 0.00%             | 2024-11-22      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648630.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3131 | PA      | $3076.20      | 0.00%             | 2024-11-10      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991361182.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.75        | 0.00%             | 2023-12-13      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26744 | PA      | $24372.25     | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183189944.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10239 | PA      | $10110.32     | 0.00%             | 2024-12-06      | Fixed         | 13.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $193.26       | 0.00%             | 2024-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183092655.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29399 | PA      | $28137.48     | 0.00%             | 2026-11-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1884 | PA      | $1949.99      | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991243542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $0.00         | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6048263.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2486 | PA      | $2315.66      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6005842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9644 | PA      | $9119.60      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182935882.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6614 | PA      | $6539.34      | 0.00%             | 2024-11-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $127.47       | 0.00%             | 2024-11-14      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31651 | PA      | $23444.51     | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763417.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5893 | PA      | $5419.79      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $60.31        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $1.11         | 0.00%             | 2028-02-19      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5981357.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3680 | PA      | $3227.11      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991283292.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $597.48       | 0.00%             | 2024-12-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319762.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9851 | PA      | $9094.91      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12228409.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11763 | PA      | $11634.53     | 0.00%             | 2027-03-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $7.81         | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998471.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8844 | PA      | $2513.72      | 0.00%             | 2026-11-08      | Fixed         | 23.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991109.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3452 | PA      | $3407.38      | 0.00%             | 2024-11-08      | Fixed         | 23.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991361573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.65        | 0.00%             | 2023-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $112.57       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167814487.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4702 | PA      | $4548.23      | 0.00%             | 2024-01-28      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                  | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10500000 | PA      | $9864783.81   | 0.28%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $565.46       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $289.18       | 0.00%             | 2024-11-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09014884.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27158 | PA      | $27549.83     | 0.00%             | 2025-05-31      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217818.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $239.38       | 0.00%             | 2026-12-09      | Fixed         | 24.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3552 | PA      | $2816.79      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878560.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4488 | PA      | $4465.10      | 0.00%             | 2027-03-19      | Fixed         | 28.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.65        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1988366.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4640 | PA      | $2752.27      | 0.00%             | 2027-04-08      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147666.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2222 | PA      | $1960.24      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2003 | PA      | $1970.61      | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6006455.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3076 | PA      | $2549.92      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039066.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $144.11       | 0.00%             | 2023-11-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4992825.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2511 | PA      | $2429.24      | 0.00%             | 2023-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147391.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $116.75       | 0.00%             | 2024-11-27      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1699219.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11504 | PA      | $11428.62     | 0.00%             | 2026-09-13      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5551052.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1082 | PA      | $1058.84      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221936.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5380 | PA      | $5326.37      | 0.00%             | 2026-12-10      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8125 | PA      | $7509.15      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2186 | PA      | $467.27       | 0.00%             | 2024-11-16      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109524.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $117.66       | 0.00%             | 2024-11-19      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215534.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       892 | PA      | $884.19       | 0.00%             | 2026-12-10      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991231664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $135.73       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1879 | PA      | $963.99       | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183789584.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16003 | PA      | $15664.25     | 0.00%             | 2026-12-03      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184228216.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19607 | PA      | $19494.86     | 0.00%             | 2024-12-27      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216442.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8037 | PA      | $7970.66      | 0.00%             | 2026-12-09      | Fixed         | 29.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $289.37       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $117.95       | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5622029.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2846 | PA      | $2765.42      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       957 | PA      | $818.07       | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991399269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $-4.69        | -0.00%            | 2024-12-10      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $1.74         | 0.00%             | 2027-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6193258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41219 | PA      | $37702.37     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2456 | PA      | $2136.33      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5677506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12138 | PA      | $9246.77      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $146.03       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11380825.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14575 | PA      | $14643.38     | 0.00%             | 2026-01-08      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09070087.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24176 | PA      | $24536.66     | 0.00%             | 2026-06-12      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.23         | 0.00%             | 2024-11-24      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5296137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $166.88       | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182343246.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4137 | PA      | $4133.11      | 0.00%             | 2024-11-03      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7784 | PA      | $7513.72      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $167.26       | 0.00%             | 2024-11-11      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232539.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $225.92       | 0.00%             | 2024-11-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5318294.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2077 | PA      | $2029.08      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613690.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4189 | PA      | $4189.92      | 0.00%             | 2026-08-24      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31371H6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5324 | PA      | $5592.34      | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890157.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3748 | PA      | $2958.53      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $221.36       | 0.00%             | 2023-12-08      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  45430481 | PA      | $43924868.98  | 1.24%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2794 | PA      | $2566.20      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995448.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1481 | PA      | $938.57       | 0.00%             | 2026-11-08      | Fixed         | 21.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588086.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $716.16       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880615.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5773 | PA      | $822.27       | 0.00%             | 2027-03-19      | Fixed         | 31.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $195.02       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235468.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2236 | PA      | $1933.28      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| City of Beaverton OR Water Revenue                                              | City of Beaverton, Series 2020                                                     | CUSIP: 07556MFS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $293337.08    | 0.01%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5795 | PA      | $5824.17      | 0.00%             | 2024-12-06      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26936 | PA      | $25984.78     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135715.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $43.54        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5094665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $392.52       | 0.00%             | 2023-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5530682.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8257 | PA      | $4144.70      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9240 | PA      | $8529.62      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134885.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15244 | PA      | $14496.49     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1962 | PA      | $132.24       | 0.00%             | 2024-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183430676.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19625 | PA      | $19364.67     | 0.00%             | 2026-11-23      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183499719.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12451 | PA      | $11770.03     | 0.00%             | 2026-11-26      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5112171.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $1049.99      | 0.00%             | 2023-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991038677.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4911 | PA      | $4891.53      | 0.00%             | 2024-11-12      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098504.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $101.61       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057923.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6671 | PA      | $6371.35      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $813.58       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214022.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4283 | PA      | $4246.33      | 0.00%             | 2026-12-09      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $264.24       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106264.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $528.99       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878278.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8207 | PA      | $8109.51      | 0.00%             | 2026-10-19      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5613141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6488 | PA      | $5972.13      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $127.78       | 0.00%             | 2024-11-26      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1346 | PA      | $1264.42      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129586.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $105.57       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5264132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15437 | PA      | $14686.62     | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $148.02       | 0.00%             | 2023-11-28      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680442.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16864 | PA      | $16261.11     | 0.00%             | 2026-12-31      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $787.32       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5887940.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       742 | PA      | $711.24       | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285727.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $468.43       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $374.71       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3920 | PA      | $3321.72      | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $59.26        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5178623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4970 | PA      | $4858.05      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134367.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $1012.27      | 0.00%             | 2024-11-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6315044.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15757 | PA      | $14541.34     | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183376238.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9293 | PA      | $9234.35      | 0.00%             | 2024-11-18      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991345661.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $198.04       | 0.00%             | 2023-12-02      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08996892.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30059 | PA      | $30713.11     | 0.00%             | 2026-05-22      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10244692.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32187 | PA      | $10562.45     | 0.00%             | 2026-08-20      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5557708.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21652 | PA      | $19433.64     | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998913.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3710 | PA      | $3659.14      | 0.00%             | 2026-11-08      | Fixed         | 15.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991254668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $-8.69        | -0.00%            | 2024-11-17      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4821247.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5885 | PA      | $4979.10      | 0.00%             | 2023-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09346977.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2156 | PA      | $2176.63      | 0.00%             | 2023-08-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183178213.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3349 | PA      | $3325.31      | 0.00%             | 2024-11-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11740044.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32856 | PA      | $33236.71     | 0.00%             | 2026-12-28      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5546 | PA      | $5520.80      | 0.00%             | 2024-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174651.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1374 | PA      | $1391.53      | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214874.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4416 | PA      | $4376.65      | 0.00%             | 2026-12-09      | Fixed         | 27.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1451 | PA      | $1525.81      | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183943387.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19816 | PA      | $19142.15     | 0.00%             | 2026-12-13      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $294.00       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991054142.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $12.01        | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317582.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $156.00       | 0.00%             | 2023-12-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873486.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3201 | PA      | $3097.00      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $60.18        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2194347.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5241 | PA      | $709.84       | 0.00%             | 2026-12-10      | Fixed         | 13.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5097179.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $1219.43      | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $337.31       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5143014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $208.53       | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991362557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.56         | 0.00%             | 2023-12-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991365579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2141 | PA      | $2133.68      | 0.00%             | 2024-12-20      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $606.82       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5290697.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1882 | PA      | $1825.62      | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075446.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3312 | PA      | $3274.27      | 0.00%             | 2026-11-18      | Fixed         | 17.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126095.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $190.24       | 0.00%             | 2024-11-23      | Fixed         | 19.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074108.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2619 | PA      | $2583.89      | 0.00%             | 2027-04-18      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991345837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $396.55       | 0.00%             | 2024-12-08      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $271.76       | 0.00%             | 2023-11-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11807542.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33832 | PA      | $34333.07     | 0.00%             | 2027-02-12      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3501 | PA      | $3236.44      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5776207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $1652.90      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202CZ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       747 | PA      | $762.46       | 0.00%             | 2028-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270692.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $0.00         | 0.00%             | 2024-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6063027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $601.52       | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991082585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $19.75        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31292HEG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       855 | PA      | $899.47       | 0.00%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $0.00         | 0.00%             | 2024-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10227214.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13262 | PA      | $13234.97     | 0.00%             | 2024-08-17      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10432773.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5903 | PA      | $5953.08      | 0.00%             | 2024-09-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1153 | PA      | $1120.18      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206502.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1539 | PA      | $1518.19      | 0.00%             | 2026-12-10      | Fixed         | 18.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297998.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       636 | PA      | $150.48       | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11287073.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26135 | PA      | $26169.41     | 0.00%             | 2026-01-03      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616477.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4841 | PA      | $4787.48      | 0.00%             | 2026-08-24      | Fixed         | 19.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215284.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.68        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5776957.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       687 | PA      | $586.03       | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183499.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $0.00         | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $562.04       | 0.00%             | 2023-11-23      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991303599.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1490 | PA      | $1483.89      | 0.00%             | 2024-12-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39409 | PA      | $37118.28     | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       894 | PA      | $871.74       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222014.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20505 | PA      | $20340.06     | 0.00%             | 2026-12-10      | Fixed         | 9.11%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $83.50        | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10177953.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9566 | PA      | $9640.85      | 0.00%             | 2024-09-30      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073951.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8986 | PA      | $2653.50      | 0.00%             | 2026-11-18      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $77.42        | 0.00%             | 2023-12-01      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11194500.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15789 | PA      | $15945.60     | 0.00%             | 2024-12-20      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073048.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4245 | PA      | $4185.68      | 0.00%             | 2026-11-18      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152254.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.51        | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219361.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13136 | PA      | $13028.68     | 0.00%             | 2026-12-10      | Fixed         | 31.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6176068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2549 | PA      | $2413.08      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070587.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6607 | PA      | $6533.39      | 0.00%             | 2026-11-18      | Fixed         | 14.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5622991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3398 | PA      | $3003.77      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991082799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2694 | PA      | $185.83       | 0.00%             | 2024-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $4.79         | 0.00%             | 2023-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217930.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2341 | PA      | $332.42       | 0.00%             | 2024-12-10      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $1666.16      | 0.00%             | 2026-11-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183084148.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5758 | PA      | $5669.11      | 0.00%             | 2026-11-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2782 | PA      | $2824.89      | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140253.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $141.01       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3839 | PA      | $3536.97      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2224 | PA      | $2116.82      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4088 | PA      | $3856.08      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183557623.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12493 | PA      | $12102.66     | 0.00%             | 2026-11-26      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991063852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.39        | 0.00%             | 2023-11-14      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991288785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $188.92       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6020830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10317 | PA      | $9901.72      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216655.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $24.04        | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $252.77       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $88.34        | 0.00%             | 2024-11-29      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031280.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $134.59       | 0.00%             | 2025-01-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991023572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.76        | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $310.12       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12236342.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20765 | PA      | $20806.16     | 0.00%             | 2026-03-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183259213.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3626 | PA      | $3605.56      | 0.00%             | 2024-11-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $73.59        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1608406.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11915 | PA      | $11507.00     | 0.00%             | 2024-08-15      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $99.58        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $10.28        | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6313 | PA      | $5995.34      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31297DT32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12035 | PA      | $12387.68     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5670219.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9509 | PA      | $5894.67      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143080.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $-2.63        | -0.00%            | 2028-02-26      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5726619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13037 | PA      | $12241.30     | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5366520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6263 | PA      | $5935.59      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183759744.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8743 | PA      | $8482.73      | 0.00%             | 2026-12-06      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1881168.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1745 | PA      | $1737.09      | 0.00%             | 2026-10-19      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $150.11       | 0.00%             | 2024-11-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123460.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6881 | PA      | $6445.24      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.48        | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199919.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $307.81       | 0.00%             | 2023-11-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182715994.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9673 | PA      | $9386.25      | 0.00%             | 2026-11-03      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215575.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3261 | PA      | $1941.70      | 0.00%             | 2026-12-09      | Fixed         | 30.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991090653.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $78.62        | 0.00%             | 2023-11-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991357983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $5.53         | 0.00%             | 2024-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067694.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2717 | PA      | $190.42       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184003705.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10482 | PA      | $10395.20     | 0.00%             | 2024-12-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $-11.64       | -0.00%            | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10770088.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22068 | PA      | $22390.44     | 0.00%             | 2025-12-18      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074787.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4766 | PA      | $4737.19      | 0.00%             | 2026-11-18      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1161 | PA      | $1071.54      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899134.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $354.24       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       736 | PA      | $49.36        | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922998.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8498 | PA      | $7747.05      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991335907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.64        | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215916.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1518 | PA      | $1504.76      | 0.00%             | 2026-12-09      | Fixed         | 31.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5562378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3204 | PA      | $2239.99      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218437.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2162 | PA      | $2145.13      | 0.00%             | 2026-12-09      | Fixed         | 22.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999933.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19476 | PA      | $19309.16     | 0.00%             | 2026-11-08      | Fixed         | 8.20%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991090724.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1362 | PA      | $1356.94      | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.39        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $82.20        | 0.00%             | 2023-11-14      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1394 | PA      | $1352.06      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2934 | PA      | $2028.27      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183459184.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11622 | PA      | $11031.09     | 0.00%             | 2026-11-23      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205065.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.81        | 0.00%             | 2024-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5657 | PA      | $5529.43      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165565.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $14.71        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5309472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3124 | PA      | $839.53       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989094.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $790.99       | 0.00%             | 2024-11-08      | Fixed         | 15.37%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31411F4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2324 | PA      | $2364.92      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $54.66        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991356469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $247.46       | 0.00%             | 2026-12-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991337098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $322.43       | 0.00%             | 2023-12-08      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5766431.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22410 | PA      | $21741.97     | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DMR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       812 | PA      | $854.13       | 0.00%             | 2031-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216892.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $102.88       | 0.00%             | 2026-12-09      | Fixed         | 26.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5159302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1111 | PA      | $1084.08      | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236920.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $160.84       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820215.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23570 | PA      | $22664.30     | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991293661.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $293.58       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5026991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7493 | PA      | $6959.06      | 0.00%             | 2023-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5550194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $162.91       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991257293.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $83.65        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.97        | 0.00%             | 2023-05-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $268.02       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6048504.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $501.64       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183437265.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11444 | PA      | $1414.23      | 0.00%             | 2024-11-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09778508.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20436 | PA      | $20730.35     | 0.00%             | 2026-08-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.04         | 0.00%             | 2028-02-17      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1595806.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2000 | PA      | $1998.06      | 0.00%             | 2024-08-25      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5644715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6462 | PA      | $4529.11      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991443.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33218 | PA      | $5361.94      | 0.00%             | 2027-09-08      | Fixed         | 26.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5617738.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $322.06       | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $236.72       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991321816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $551.75       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $62.76        | 0.00%             | 2023-11-22      | Fixed         | 20.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940311.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $823.02       | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991316785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $74.86        | 0.00%             | 2023-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895460.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1393 | PA      | $1325.91      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150263.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $11.31        | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.89        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997437.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4952 | PA      | $718.44       | 0.00%             | 2026-11-08      | Fixed         | 23.17%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183892275.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23045 | PA      | $22441.21     | 0.00%             | 2026-12-14      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104711.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $20.99        | 0.00%             | 2024-11-22      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991346464.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1329 | PA      | $1332.84      | 0.00%             | 2023-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991311660.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2261 | PA      | $2248.43      | 0.00%             | 2024-12-09      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $184.20       | 0.00%             | 2024-11-24      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991388767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       952 | PA      | $66.20        | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5418703 | PA      | $4688407.75   | 0.13%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706832.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4899 | PA      | $4873.14      | 0.00%             | 2026-09-13      | Fixed         | 21.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $846.89       | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032115.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183705826.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14887 | PA      | $14737.28     | 0.00%             | 2024-12-02      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165490643.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17067 | PA      | $16413.01     | 0.00%             | 2025-02-08      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5148934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3342 | PA      | $2898.89      | 0.00%             | 2023-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $2.41         | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5671543.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10472 | PA      | $10003.73     | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $203.12       | 0.00%             | 2024-11-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991956.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $1679.67      | 0.00%             | 2026-11-08      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $276.61       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359529.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $985.86       | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2994 | PA      | $2886.54      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.29        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991325207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $176.17       | 0.00%             | 2023-12-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5983933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4612 | PA      | $4408.60      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.82        | 0.00%             | 2023-11-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $120.64       | 0.00%             | 2023-11-13      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.10        | 0.00%             | 2023-11-26      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4986950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1026 | PA      | $294.35       | 0.00%             | 2023-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651250.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8030 | PA      | $7762.63      | 0.00%             | 2024-11-05      | Fixed         | 16.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135236.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1355 | PA      | $1381.48      | 0.00%             | 2024-11-11      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Institutional Fiduciary Trust Money Market Portfolio                            | Institutional Fiduciary Trust Money Market Portfolio                               | CUSIP: 457756500<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    159000 | NS      | $159000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619582.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5304 | PA      | $385.72       | 0.00%             | 2024-08-25      | Fixed         | 21.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068914.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $77.25        | 0.00%             | 2023-11-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991052836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $582.23       | 0.00%             | 2023-11-12      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613053.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $722.91       | 0.00%             | 2026-08-23      | Fixed         | 30.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $0.00         | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $45.00        | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991219520.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.97        | 0.00%             | 2023-12-08      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183369334.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12296 | PA      | $12308.54     | 0.00%             | 2024-11-22      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245914.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.89        | 0.00%             | 2024-11-30      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $318.17       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991272424.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $220.03       | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $-2.68        | -0.00%            | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5613 | PA      | $5421.28      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5130555.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.96        | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.05         | 0.00%             | 2027-12-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317879.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $376.32       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991240071.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $16.61        | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2266 | PA      | $2185.07      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $175.16       | 0.00%             | 2023-11-25      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11810724.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4411 | PA      | $4431.82      | 0.00%             | 2024-02-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183973489.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4684 | PA      | $-38.26       | -0.00%            | 2024-12-09      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284824.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.10        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1465 | PA      | $1496.97      | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $118.39       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179715.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $111.91       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989848.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6811 | PA      | $6746.71      | 0.00%             | 2026-11-08      | Fixed         | 24.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.52        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6313371.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28532 | PA      | $26571.05     | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7074 | PA      | $6847.36      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5976497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3740 | PA      | $3458.61      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991295848.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.47        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $18.38        | 0.00%             | 2023-11-29      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062449.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $142.30       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183965552.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12704 | PA      | $12381.13     | 0.00%             | 2026-12-13      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5896747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4396 | PA      | $4259.01      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613929.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11224 | PA      | $11150.72     | 0.00%             | 2026-08-24      | Fixed         | 6.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6171282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8628 | PA      | $8323.94      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10249 | PA      | $9525.62      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $54.65        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183947592.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6813 | PA      | $-205.59      | -0.00%            | 2024-12-08      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991065705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $16.53        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $106.04       | 0.00%             | 2024-11-28      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $0.54         | 0.00%             | 2027-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11139483.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3228 | PA      | $3256.28      | 0.00%             | 2023-11-14      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $740.66       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $262.72       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205194.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $518.19       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072059.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3959 | PA      | $3945.42      | 0.00%             | 2026-11-18      | Fixed         | 30.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994718.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15283 | PA      | $15152.05     | 0.00%             | 2026-11-08      | Fixed         | 8.83%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11693780.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27998 | PA      | $28321.49     | 0.00%             | 2026-12-16      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1655.87      | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163027.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $374.17       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285509.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1501 | PA      | $1521.22      | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $218.40       | 0.00%             | 2024-11-25      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280178.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.97         | 0.00%             | 2023-12-08      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996783.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1545 | PA      | $109.81       | 0.00%             | 2024-11-08      | Fixed         | 13.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4990 | PA      | $5187.67      | 0.00%             | 2024-12-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182934282.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11621 | PA      | $11285.49     | 0.00%             | 2026-11-04      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614345.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3091 | PA      | $3067.34      | 0.00%             | 2026-08-24      | Fixed         | 12.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $143.12       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991511356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       642 | PA      | $636.25       | 0.00%             | 2024-12-19      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615740.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3278 | PA      | $3273.01      | 0.00%             | 2026-08-24      | Fixed         | 22.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212968.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       862 | PA      | $859.38       | 0.00%             | 2024-11-28      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $543.13       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059443.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $-10.62       | -0.00%            | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991334732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $248.78       | 0.00%             | 2023-12-17      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2741 | PA      | $2624.79      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $305.31       | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235216.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2389 | PA      | $2277.36      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5176 | PA      | $4923.93      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995090.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4298 | PA      | $4264.31      | 0.00%             | 2026-11-08      | Fixed         | 23.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891316.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1746 | PA      | $1688.74      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4140 | PA      | $4011.30      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1749 | PA      | $1818.71      | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660783.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14684 | PA      | $14125.99     | 0.00%             | 2026-11-12      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988372.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4934 | PA      | $4881.19      | 0.00%             | 2026-11-08      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5576354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11197 | PA      | $10942.56     | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6356355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2962 | PA      | $2751.56      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107562.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $28.94        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1520 | PA      | $1402.59      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4722963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10813 | PA      | $7425.81      | 0.00%             | 2023-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6110 | PA      | $5653.06      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3134 | PA      | $2761.42      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09142993.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20051 | PA      | $20304.31     | 0.00%             | 2026-06-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       577 | PA      | $605.35       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885470.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3093 | PA      | $2993.42      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991257001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $128.43       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A1R2              | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    722802 | PA      | $716735.17    | 0.02%             | 2031-04-17      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08979983.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8997 | PA      | $9113.34      | 0.00%             | 2026-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167792.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.51        | 0.00%             | 2023-11-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183439545.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3787 | PA      | $3768.90      | 0.00%             | 2024-11-26      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5378398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32691 | PA      | $14600.98     | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146739.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $462.91       | 0.00%             | 2024-11-16      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101178.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $142.29       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174332832.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19459 | PA      | $18553.50     | 0.00%             | 2026-02-04      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208929.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $154.45       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108487.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $321.73       | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011334.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2150 | PA      | $2004.95      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064227.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5928 | PA      | $5720.42      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3278 | PA      | $2168.03      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11740981.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13840 | PA      | $3867.91      | 0.00%             | 2027-02-11      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888995.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1942 | PA      | $1868.12      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198051.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $42.92        | 0.00%             | 2023-11-29      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221547.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3100 | PA      | $3073.66      | 0.00%             | 2026-12-10      | Fixed         | 28.78%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651424.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9747 | PA      | $9361.53      | 0.00%             | 2026-11-05      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $10.92        | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756490.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28616 | PA      | $18035.65     | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $157.17       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991362772.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2366 | PA      | $2337.34      | 0.00%             | 2024-12-18      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184208226.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5980 | PA      | $1064.10      | 0.00%             | 2024-12-17      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157348.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $398.23       | 0.00%             | 2024-11-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6195197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2202 | PA      | $2108.05      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991272220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $194.56       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5753975.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $770.35       | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799618.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8328 | PA      | $8479.27      | 0.00%             | 2026-02-11      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $69.08        | 0.00%             | 2023-11-10      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $50.19        | 0.00%             | 2024-12-07      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5578765.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1517 | PA      | $1454.85      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232781.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $95.39        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4821111.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $249.15       | 0.00%             | 2023-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3056 | PA      | $2936.97      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220401.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2782 | PA      | $198.01       | 0.00%             | 2026-12-10      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $52.20        | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5533480.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $3233.31      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.94         | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5101343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       338 | PA      | $329.47       | 0.00%             | 2023-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $234.80       | 0.00%             | 2023-11-14      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10435915.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33897 | PA      | $33567.73     | 0.00%             | 2024-10-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991015912.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $363.87       | 0.00%             | 2024-11-09      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617738.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4740 | PA      | $4709.68      | 0.00%             | 2024-08-25      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       638 | PA      | $646.85       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $16.30        | 0.00%             | 2028-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171404953.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1238 | PA      | $1207.33      | 0.00%             | 2023-11-15      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1881188.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2295 | PA      | $2272.81      | 0.00%             | 2026-10-19      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6267330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47549 | PA      | $43987.97     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991415873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1625 | PA      | $1055.64      | 0.00%             | 2024-12-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $479.69       | 0.00%             | 2024-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991464314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $241.16       | 0.00%             | 2024-12-10      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238147.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $72.71        | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1601875.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7241 | PA      | $512.74       | 0.00%             | 2026-08-25      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814250.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2689 | PA      | $2625.37      | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $427.75       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991377094.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.08        | 0.00%             | 2024-12-15      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163548042.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6020 | PA      | $5761.90      | 0.00%             | 2032-12-19      | Fixed         | 6.46%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.28        | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.58        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10744150.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21636 | PA      | $21673.13     | 0.00%             | 2026-10-08      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $-12.50       | -0.00%            | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       505 | PA      | $34.69        | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991434684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $790.42       | 0.00%             | 2024-12-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $229.23       | 0.00%             | 2024-11-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5134453.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       589 | PA      | $532.97       | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6171815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55875 | PA      | $53019.75     | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184016592.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31462 | PA      | $2953.41      | 0.00%             | 2027-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612245.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3602 | PA      | $3579.06      | 0.00%             | 2026-08-23      | Fixed         | 7.13%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069953.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2357 | PA      | $2325.38      | 0.00%             | 2026-11-18      | Fixed         | 23.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5548359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $75.68        | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215821.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7147 | PA      | $7086.09      | 0.00%             | 2026-12-09      | Fixed         | 31.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258298.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.14        | 0.00%             | 2023-05-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894605.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5099 | PA      | $4936.26      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5319224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $174.34       | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877450.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $3116.50      | 0.00%             | 2026-10-19      | Fixed         | 14.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994045.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1859 | PA      | $1834.98      | 0.00%             | 2024-11-08      | Fixed         | 22.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275681.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5118 | PA      | $4805.83      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5738824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19737 | PA      | $18547.26     | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3260 | PA      | $3159.77      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12176 | PA      | $11528.63     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6313330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7618 | PA      | $7096.33      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17271 | PA      | $14744.12     | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6302 | PA      | $5988.51      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $79.09        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Exxon Mobil Corp.                                                               | Exxon Mobil Corp.                                                                  | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1633888.70   | 0.05%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6053225.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5118 | PA      | $4916.00      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8734 | PA      | $4952.64      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612815.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2356 | PA      | $691.20       | 0.00%             | 2024-08-24      | Fixed         | 22.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074932.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7952 | PA      | $7911.80      | 0.00%             | 2026-11-18      | Fixed         | 23.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991296644.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       897 | PA      | $913.39       | 0.00%             | 2024-12-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11045167.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10375 | PA      | $10489.01     | 0.00%             | 2024-12-28      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184149207.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7160 | PA      | $7115.36      | 0.00%             | 2024-12-22      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2071 | PA      | $1991.87      | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995842.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2949 | PA      | $2919.52      | 0.00%             | 2026-11-08      | Fixed         | 18.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       761 | PA      | $106.06       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991292780.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.62        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842765.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $157.26       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706771.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14029 | PA      | $13884.33     | 0.00%             | 2026-09-13      | Fixed         | 9.86%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09351977.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15814 | PA      | $16079.56     | 0.00%             | 2026-07-10      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5706689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2519 | PA      | $2307.42      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5671382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4747 | PA      | $4619.31      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113621.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $1201.88      | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $2047.65      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $101.98       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $202.34       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6357359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39460 | PA      | $36853.28     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991349075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $163.27       | 0.00%             | 2024-11-27      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299913.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $403.81       | 0.00%             | 2024-11-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153965.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.52        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10199991.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16284 | PA      | $16505.17     | 0.00%             | 2026-10-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6317632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4147 | PA      | $3840.67      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.05         | 0.00%             | 2028-02-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23489281.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $8.82         | 0.00%             | 2027-10-15      | Fixed         | 18.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214203.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5697 | PA      | $5604.23      | 0.00%             | 2024-12-09      | Fixed         | 22.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $204.40       | 0.00%             | 2024-11-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991271908.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.67         | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $13.90        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10247533.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3927 | PA      | $3952.38      | 0.00%             | 2023-08-19      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086970.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $909.03       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702389.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3506 | PA      | $3400.33      | 0.00%             | 2024-01-16      | 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        |    740089 | PA      | $697546.98    | 0.02%             | 2044-11-15      | Variable      | 17.00%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $556.26       | 0.00%             | 2024-11-18      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $21.36        | 0.00%             | 2024-11-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216012.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13050 | PA      | $12929.91     | 0.00%             | 2026-12-09      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991090577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.16         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6004812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2453 | PA      | $2326.37      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $3.96         | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706133.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3456 | PA      | $3437.53      | 0.00%             | 2024-09-13      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24861 | PA      | $23912.30     | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183785739.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2928 | PA      | $1053.91      | 0.00%             | 2024-12-06      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $503.90       | 0.00%             | 2024-11-24      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $462.41       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213795.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $711.58       | 0.00%             | 2023-12-06      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $629.16       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991402286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1471 | PA      | $1454.39      | 0.00%             | 2024-12-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272324.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9097 | PA      | $8538.82      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991329280.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $131.75       | 0.00%             | 2023-12-20      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $11.97        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6309061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3327 | PA      | $3060.79      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215801.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7160 | PA      | $4233.53      | 0.00%             | 2027-05-09      | Fixed         | 28.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182716700.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6675 | PA      | $6621.37      | 0.00%             | 2024-11-14      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3345 | PA      | $2149.63      | 0.00%             | 2024-12-06      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113930.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $75.66        | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $951.16       | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779882.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2454 | PA      | $2379.72      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $137.31       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74264 | PA      | $62885.78     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184003793.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17496 | PA      | $17185.14     | 0.00%             | 2026-12-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991352702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $74.78        | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $60.44        | 0.00%             | 2023-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956046.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $1335.11      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143460.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $10.69        | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1901 | PA      | $1945.51      | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877802.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6447 | PA      | $6416.55      | 0.00%             | 2026-10-19      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184422373.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3035 | PA      | $3015.06      | 0.00%             | 2024-12-23      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652924.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9820 | PA      | $9465.92      | 0.00%             | 2024-11-09      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3447 | PA      | $3320.29      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991432095.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $104.57       | 0.00%             | 2023-12-07      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1988425.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1146 | PA      | $1135.04      | 0.00%             | 2026-11-08      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $142.83       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111700.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $17.30        | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12246518.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19462 | PA      | $19750.10     | 0.00%             | 2027-03-13      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613731.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15746 | PA      | $15723.16     | 0.00%             | 2026-08-24      | Fixed         | 24.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $15.66        | 0.00%             | 2024-11-09      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $98.58        | 0.00%             | 2023-11-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11283905.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42062 | PA      | $42521.99     | 0.00%             | 2026-12-21      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317613.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $164.54       | 0.00%             | 2024-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991296855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $540.73       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280414.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23416 | PA      | $21841.46     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705480.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $949.69       | 0.00%             | 2024-09-13      | Fixed         | 22.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4916191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       289 | PA      | $273.46       | 0.00%             | 2023-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991339850.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $332.69       | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284677.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $88.03        | 0.00%             | 2024-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877157.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3586 | PA      | $3564.67      | 0.00%             | 2024-10-19      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5641683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6455 | PA      | $6286.43      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219105.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9956 | PA      | $2852.25      | 0.00%             | 2026-12-10      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991305751.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       492 | PA      | $-0.46        | -0.00%            | 2024-12-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1608397.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7007 | PA      | $6786.97      | 0.00%             | 2026-08-13      | Fixed         | 20.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6356496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58258 | PA      | $54076.81     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2065 | PA      | $2027.38      | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $547.56       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263408.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $356.26       | 0.00%             | 2024-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       896 | PA      | $894.54       | 0.00%             | 2024-11-25      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5760582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $646.73       | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4857771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2432 | PA      | $1039.29      | 0.00%             | 2023-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183769602.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6252 | PA      | $6187.70      | 0.00%             | 2024-12-06      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.29        | 0.00%             | 2023-11-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6181426.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36466 | PA      | $34416.63     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198566.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $11.68        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991042328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $944.68       | 0.00%             | 2024-11-11      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176482.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $29.85        | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217779.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5558 | PA      | $5657.63      | 0.00%             | 2024-12-08      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796139.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $523.15       | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1610723.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3557 | PA      | $3451.06      | 0.00%             | 2024-08-25      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.45        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5881362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3595 | PA      | $3457.72      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147993.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $363.14       | 0.00%             | 2024-11-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2883 | PA      | $2199.02      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                      | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4994854 | PA      | $4544695.17   | 0.13%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991009730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       300 | PA      | $301.43       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10372817.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10892 | PA      | $10982.08     | 0.00%             | 2024-10-17      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192507.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.69        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $183.44       | 0.00%             | 2024-12-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1654 | PA      | $1616.84      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       888 | PA      | $690.86       | 0.00%             | 2023-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5669673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16236 | PA      | $15527.67     | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DJA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10860 | PA      | $11423.13     | 0.00%             | 2030-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       921 | PA      | $877.92       | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137776.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $728.68       | 0.00%             | 2024-11-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $383.45       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618156.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44171 | PA      | $3166.83      | 0.00%             | 2026-08-24      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.22         | 0.00%             | 2028-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106293.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $244.65       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991061656.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       810 | PA      | $810.84       | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5131068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $679.00       | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09794262.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7520 | PA      | $7635.72      | 0.00%             | 2026-08-20      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199081.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $72.46        | 0.00%             | 2024-11-28      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991281290.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $112.74       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8733 | PA      | $6388.66      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182434150.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4618 | PA      | $4592.10      | 0.00%             | 2024-10-25      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071859.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $187.14       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183520286.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6028 | PA      | $5999.14      | 0.00%             | 2024-11-26      | Fixed         | 16.99%                | 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        |    678251 | PA      | $642192.64    | 0.02%             | 2044-08-15      | Variable      | 17.31%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6238943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9047 | PA      | $8682.79      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4778127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $273.83       | 0.00%             | 2023-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706806.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6259 | PA      | $6196.43      | 0.00%             | 2026-09-13      | Fixed         | 15.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105424.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $54.81        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991350400.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $10.45        | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12269168.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9491 | PA      | $9495.99      | 0.00%             | 2027-04-28      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       366 | PA      | $25.15        | 0.00%             | 2024-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922465.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2871 | PA      | $2547.09      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1060 | PA      | $1079.67      | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13060 | PA      | $12221.74     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | OIS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  34300000 | PA      | $2394379.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280490.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $103.57       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12625 | PA      | $11999.18     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880160.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4419 | PA      | $4396.36      | 0.00%             | 2026-10-19      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5766943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $44.82        | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182946096.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3447 | PA      | $3449.32      | 0.00%             | 2024-11-08      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195640.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.90        | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659106.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7268 | PA      | $7077.72      | 0.00%             | 2026-11-09      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130622.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $128.18       | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991393007.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $200.09       | 0.00%             | 2024-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222176.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2095 | PA      | $2072.20      | 0.00%             | 2024-12-10      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $193.05       | 0.00%             | 2024-11-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       728 | PA      | $705.63       | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072386.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6591 | PA      | $458.25       | 0.00%             | 2026-11-18      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11787878.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6588 | PA      | $6602.63      | 0.00%             | 2027-02-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232621.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $724.33       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998543.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12483 | PA      | $12384.59     | 0.00%             | 2026-11-08      | Fixed         | 22.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09018394.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29691 | PA      | $30179.95     | 0.00%             | 2026-06-04      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878235.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       643 | PA      | $638.49       | 0.00%             | 2024-10-19      | Fixed         | 16.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107342.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $220.04       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $21.63        | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $193.27       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183604911.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5689 | PA      | $5534.41      | 0.00%             | 2024-12-17      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       407 | PA      | $410.54       | 0.00%             | 2024-11-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5158980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1947 | PA      | $1594.87      | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $251.75       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4837116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2784 | PA      | $953.83       | 0.00%             | 2023-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5555694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6884 | PA      | $6692.23      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991242720.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $172.58       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2019-1, Class A1C                          | CUSIP: 10568GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2028277 | PA      | $1978172.38   | 0.06%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277264.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13845 | PA      | $12997.04     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073266.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5658 | PA      | $1663.14      | 0.00%             | 2024-11-18      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5369187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1512 | PA      | $1315.95      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214140.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2854 | PA      | $2820.78      | 0.00%             | 2026-12-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183005424.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12826 | PA      | $610.81       | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1778 | PA      | $1357.53      | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10203378.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14025 | PA      | $14106.16     | 0.00%             | 2026-10-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3233 | PA      | $3166.24      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11800198.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16710 | PA      | $16919.11     | 0.00%             | 2026-12-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096653.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.44        | 0.00%             | 2023-11-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603754.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6067 | PA      | $5915.46      | 0.00%             | 2024-08-12      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991412069.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $303.55       | 0.00%             | 2024-12-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10174050.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31458 | PA      | $31862.05     | 0.00%             | 2026-10-03      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $333.07       | 0.00%             | 2024-11-18      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620934.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2320 | PA      | $2309.12      | 0.00%             | 2024-08-25      | Fixed         | 22.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062144.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       400 | PA      | $145.06       | 0.00%             | 2023-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5542232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9576 | PA      | $3723.58      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184214073.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10597 | PA      | $10651.20     | 0.00%             | 2026-12-17      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175544.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.81        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $12.10        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2509 | PA      | $2233.66      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359351.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $58.41        | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991431700.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $32.95        | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1326 | PA      | $1323.49      | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $0.52         | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575478.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6285 | PA      | $6103.76      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6208776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9967 | PA      | $9233.59      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128MJBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34150 | PA      | $36343.34     | 0.00%             | 2035-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5565 | PA      | $5433.90      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $1208.11      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705888.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2560 | PA      | $2547.51      | 0.00%             | 2026-09-13      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5748981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19609 | PA      | $19040.86     | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706066.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5347 | PA      | $5254.95      | 0.00%             | 2026-09-13      | Fixed         | 18.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5074740.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3337 | PA      | $1020.42      | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6244 | PA      | $5937.58      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11304077.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18136 | PA      | $18260.15     | 0.00%             | 2026-12-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5707682.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       413 | PA      | $396.34       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $3.70         | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4840766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2336 | PA      | $1672.67      | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $214.06       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991278573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $353.11       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226952.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $460.88       | 0.00%             | 2024-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6314925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4778 | PA      | $4476.95      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $61.05        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5710162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $674.45       | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863939.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6183 | PA      | $3647.07      | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221367.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $649.80       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183968599.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2808 | PA      | $2783.15      | 0.00%             | 2024-12-09      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988974.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7849 | PA      | $7782.34      | 0.00%             | 2026-11-08      | Fixed         | 9.55%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1603724.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       435 | PA      | $430.02       | 0.00%             | 2026-08-25      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991346583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       368 | PA      | $378.84       | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $668.68       | 0.00%             | 2024-11-23      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $28.05        | 0.00%             | 2024-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5554299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11777 | PA      | $11411.85     | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       612 | PA      | $476.03       | 0.00%             | 2023-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10385640.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5236 | PA      | $5213.34      | 0.00%             | 2024-10-17      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171843.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $134.38       | 0.00%             | 2024-11-20      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $2.20         | 0.00%             | 2024-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991493847.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $525.42       | 0.00%             | 2024-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5241561.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $588.94       | 0.00%             | 2023-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4937255.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1941 | PA      | $1534.34      | 0.00%             | 2023-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147839.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $656.40       | 0.00%             | 2024-11-13      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079478.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $275.06       | 0.00%             | 2024-11-19      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183494555.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16958 | PA      | $16414.05     | 0.00%             | 2026-11-23      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6139 | PA      | $5974.18      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2081 | PA      | $1894.00      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $537.37       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.03        | 0.00%             | 2024-11-11      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159334.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $16.08        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5043359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1014 | PA      | $498.05       | 0.00%             | 2023-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182942183.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4367 | PA      | $4267.15      | 0.00%             | 2026-11-22      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       604 | PA      | $618.45       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182954507.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5060 | PA      | $5015.57      | 0.00%             | 2024-11-05      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6513 | PA      | $6273.61      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071778.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $376.93       | 0.00%             | 2024-11-15      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09012359.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12374 | PA      | $12699.42     | 0.00%             | 2026-05-23      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613097.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       604 | PA      | $595.40       | 0.00%             | 2026-08-23      | Fixed         | 17.66%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182928222.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7423 | PA      | $7358.09      | 0.00%             | 2024-11-05      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184017730.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26138 | PA      | $25645.78     | 0.00%             | 2026-12-10      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122701.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.78        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11237990.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5836 | PA      | $5839.60      | 0.00%             | 2025-01-02      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186053.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $91.05        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991293746.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $182.67       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $67.52        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183916918.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19278 | PA      | $18798.78     | 0.00%             | 2026-12-15      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5976182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       333 | PA      | $326.23       | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2066 | PA      | $2028.01      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183200190.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5068 | PA      | $4974.48      | 0.00%             | 2026-11-16      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991240894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $3.74         | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2793 | PA      | $2671.39      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6066853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5531 | PA      | $5218.13      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       938 | PA      | $684.56       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  18900000 | PA      | $1168239.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994028.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6024 | PA      | $5976.83      | 0.00%             | 2026-11-08      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182272740.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20892 | PA      | $21053.66     | 0.00%             | 2026-10-20      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5216795.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $129.26       | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4653 | PA      | $4674.78      | 0.00%             | 2024-11-29      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.42        | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09351595.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26401 | PA      | $26840.84     | 0.00%             | 2026-06-27      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070682.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $438.21       | 0.00%             | 2023-11-14      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654321.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9153 | PA      | $8750.42      | 0.00%             | 2026-11-05      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991415595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $34.82        | 0.00%             | 2024-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799282.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11202 | PA      | $11316.70     | 0.00%             | 2025-02-12      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5663972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $374.63       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173000593.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9538 | PA      | $9306.40      | 0.00%             | 2023-12-21      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6236243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51763 | PA      | $49366.43     | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       499 | PA      | $496.07       | 0.00%             | 2024-12-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142934.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $10.49        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $159.52       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $204.49       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4298 | PA      | $2952.89      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072070.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2418 | PA      | $2288.19      | 0.00%             | 2024-11-18      | Fixed         | 14.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $183.78       | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121961.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.29        | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $566.55       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6276778.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3347 | PA      | $3107.29      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214523.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20631 | PA      | $20466.76     | 0.00%             | 2026-12-09      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12140905.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8190 | PA      | $8231.23      | 0.00%             | 2026-03-12      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991343699.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $296.93       | 0.00%             | 2023-12-16      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09569048.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16843 | PA      | $17121.08     | 0.00%             | 2026-08-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991375440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $59.96        | 0.00%             | 2024-12-18      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073884.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2191 | PA      | $2080.51      | 0.00%             | 2027-04-18      | Fixed         | 24.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $273.80       | 0.00%             | 2023-12-08      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264409.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $745.33       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991341537.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $223.92       | 0.00%             | 2024-12-12      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184369171.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6800 | PA      | $6691.68      | 0.00%             | 2024-12-22      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4961252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $92.46        | 0.00%             | 2023-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218959.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $143.92       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5623424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       833 | PA      | $738.19       | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $6.50         | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4372 | PA      | $4239.66      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1125 | PA      | $1064.58      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991035914.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $284.98       | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5957989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2465 | PA      | $2355.87      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       568 | PA      | $499.38       | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991307905.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $212.61       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $108.46       | 0.00%             | 2023-11-23      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $132.45       | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5646059.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3503 | PA      | $3347.67      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174107383.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7867 | PA      | $6267.68      | 0.00%             | 2024-02-17      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183612692.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11709 | PA      | $11326.35     | 0.00%             | 2026-12-17      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182977646.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25209 | PA      | $24565.12     | 0.00%             | 2026-11-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894193.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2537 | PA      | $2415.20      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2071617.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7976 | PA      | $7847.14      | 0.00%             | 2025-04-18      | Fixed         | 24.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3563 | PA      | $3720.44      | 0.00%             | 2024-12-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11237920.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7028 | PA      | $7029.41      | 0.00%             | 2024-11-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176204.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1393 | PA      | $94.38        | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183610499.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21946 | PA      | $2059.43      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       612 | PA      | $607.02       | 0.00%             | 2024-12-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6163 | PA      | $4124.84      | 0.00%             | 2023-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991400367.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $22.63        | 0.00%             | 2024-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11217813.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19321 | PA      | $19644.95     | 0.00%             | 2026-12-30      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991338806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2651 | PA      | $655.64       | 0.00%             | 2024-12-10      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182950120.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18311 | PA      | $14571.90     | 0.00%             | 2024-11-23      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130568.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $62.38        | 0.00%             | 2024-11-20      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124111.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.74        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991354554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $121.84       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4994536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       673 | PA      | $223.00       | 0.00%             | 2023-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3864 | PA      | $3706.77      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991526785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       351 | PA      | $345.82       | 0.00%             | 2024-12-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5224927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1344 | PA      | $1292.98      | 0.00%             | 2023-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877722.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13446 | PA      | $13261.74     | 0.00%             | 2026-10-19      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2209695.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4320 | PA      | $4285.04      | 0.00%             | 2026-12-09      | Fixed         | 23.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5155609.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $736.15       | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991399394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $68.91        | 0.00%             | 2023-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222412.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $818.94       | 0.00%             | 2026-12-10      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991254497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $360.37       | 0.00%             | 2024-11-28      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171708.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $292.21       | 0.00%             | 2024-11-29      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221774.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7148 | PA      | $7073.59      | 0.00%             | 2024-12-10      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10272491.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15001 | PA      | $15201.04     | 0.00%             | 2026-08-17      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4982210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $312.47       | 0.00%             | 2023-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220260.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41596 | PA      | $41166.40     | 0.00%             | 2026-12-10      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167016743.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16713 | PA      | $16055.77     | 0.00%             | 2025-02-24      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $559.87       | 0.00%             | 2024-11-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991389281.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.92        | 0.00%             | 2024-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627848.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3072 | PA      | $2342.45      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617202.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2418 | PA      | $2395.15      | 0.00%             | 2026-08-24      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234426.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $156.17       | 0.00%             | 2024-12-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108196.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1403 | PA      | $1389.51      | 0.00%             | 2024-11-17      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $81.85        | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5936283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8023 | PA      | $7715.21      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993366.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1650 | PA      | $1633.23      | 0.00%             | 2026-11-08      | Fixed         | 14.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175889.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.65        | 0.00%             | 2023-11-29      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612884.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2591 | PA      | $2510.48      | 0.00%             | 2026-08-23      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5974827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17503 | PA      | $14920.88     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10244672.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15211 | PA      | $15297.99     | 0.00%             | 2025-10-01      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $162.05       | 0.00%             | 2023-11-28      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5570524.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16451 | PA      | $15668.48     | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5536027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2205 | PA      | $828.75       | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6168884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18896 | PA      | $17574.86     | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183422493.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1591 | PA      | $1582.15      | 0.00%             | 2024-11-22      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822491.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1509 | PA      | $1469.19      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5078382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1997 | PA      | $1014.91      | 0.00%             | 2023-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $-12.18       | -0.00%            | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612416.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8334 | PA      | $8332.46      | 0.00%             | 2026-08-23      | Fixed         | 27.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5264938.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1194 | PA      | $1020.64      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6267222.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6555 | PA      | $6123.31      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.13        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $62.86        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220990.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4425 | PA      | $4383.72      | 0.00%             | 2026-12-10      | Fixed         | 24.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5148553.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3856 | PA      | $3354.03      | 0.00%             | 2023-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990551.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10481 | PA      | $10395.15     | 0.00%             | 2026-11-08      | Fixed         | 26.95%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23760968.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $-0.15        | -0.00%            | 2027-10-07      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140MMX94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1041096 | PA      | $977636.98    | 0.03%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031385.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $25.44        | 0.00%             | 2023-11-11      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $110.75       | 0.00%             | 2023-11-18      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167862.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $563.38       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733802.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9351 | PA      | $9052.37      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5377684.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $796.73       | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11789087.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12824 | PA      | $12958.87     | 0.00%             | 2026-12-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991281497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1115 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991020061.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $350.68       | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617590.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2128 | PA      | $2125.51      | 0.00%             | 2026-08-24      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 107943615 | PA      | $106715776.98 | 3.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183842914.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18703 | PA      | $18209.34     | 0.00%             | 2026-12-13      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1607854.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1938 | PA      | $1895.47      | 0.00%             | 2026-08-13      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051679.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1130 | PA      | $1092.69      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6042990.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $447.08       | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $468.27       | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991381375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $181.13       | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $156.30       | 0.00%             | 2023-12-08      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2929 | PA      | $2755.40      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $613.42       | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Banco de Chile                                                                  | Banco de Chile                                                                     | CUSIP: 059520AC0<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | DBT              | CORP              | CL        |   5700000 | PA      | $4886154.00   | 0.14%             | 2031-12-09      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258056.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $294.69       | 0.00%             | 2024-12-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $131.99       | 0.00%             | 2024-11-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986945.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3755 | PA      | $3469.65      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.71         | 0.00%             | 2023-04-12      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245697.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $992.16       | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148029.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991008862.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       720 | PA      | $84.81        | 0.00%             | 2024-11-08      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991061934.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $612.36       | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876777.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7191 | PA      | $7160.36      | 0.00%             | 2026-10-19      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991664.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4218 | PA      | $4172.59      | 0.00%             | 2024-11-08      | Fixed         | 13.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5124042.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1843 | PA      | $1715.73      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672667.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10087 | PA      | $9619.86      | 0.00%             | 2026-12-14      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47756 | PA      | $44466.27     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.01        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991244164.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $23.51        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174320226.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5702 | PA      | $5569.35      | 0.00%             | 2026-02-20      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $112.32       | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993514.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2886 | PA      | $2842.43      | 0.00%             | 2027-04-08      | Fixed         | 16.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991319507.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.16         | 0.00%             | 2027-12-05      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995937.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9488 | PA      | $9319.72      | 0.00%             | 2025-04-08      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025879.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $640.16       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918659.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3634 | PA      | $3506.83      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706939.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1150 | PA      | $1144.60      | 0.00%             | 2024-09-13      | Fixed         | 15.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1639 | PA      | $1553.72      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181717704.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16559 | PA      | $16654.79     | 0.00%             | 2024-10-19      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133507.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $50.51        | 0.00%             | 2024-11-26      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878845.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2632 | PA      | $2041.78      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $897.74       | 0.00%             | 2023-11-11      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $683.39       | 0.00%             | 2024-11-29      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860723.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2225 | PA      | $2165.63      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183263467.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9040 | PA      | $-377.14      | -0.00%            | 2026-11-16      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5784577.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $1033.29      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.76        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5711450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4485 | PA      | $4326.26      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $84.72        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $146.56       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212750.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $130.58       | 0.00%             | 2023-12-08      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $6.03         | 0.00%             | 2023-11-08      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991372915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.31        | 0.00%             | 2024-12-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $212.01       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $93.80        | 0.00%             | 2023-11-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $310.14       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991054044.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $59.11        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111604.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5127839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1123 | PA      | $783.44       | 0.00%             | 2023-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4109 | PA      | $4004.82      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4766076.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $133.35       | 0.00%             | 2023-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705462.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15844 | PA      | $15785.50     | 0.00%             | 2024-09-13      | Fixed         | 16.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18584 | PA      | $17622.79     | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991404223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $-0.04        | -0.00%            | 2027-10-10      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991312802.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $0.00         | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630058.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2959 | PA      | $2852.16      | 0.00%             | 2024-10-01      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625255.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6351 | PA      | $6125.13      | 0.00%             | 2026-09-23      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877381.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6569 | PA      | $6513.36      | 0.00%             | 2026-10-19      | Fixed         | 17.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2740 | PA      | $2175.57      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5881068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       835 | PA      | $715.98       | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4002 | PA      | $3574.89      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618817.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2074 | PA      | $2062.48      | 0.00%             | 2024-08-25      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991475.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1709 | PA      | $1695.33      | 0.00%             | 2026-11-08      | Fixed         | 22.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111774.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $3.92         | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096255.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $490.31       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1520 | PA      | $1481.13      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3335 | PA      | $3191.35      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5764966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2641 | PA      | $2386.93      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033194.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.97        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991023400.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $272.05       | 0.00%             | 2023-11-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618202.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3828 | PA      | $3798.21      | 0.00%             | 2026-08-25      | Fixed         | 10.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033125.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.80        | 0.00%             | 2023-11-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10352498.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11413 | PA      | $11592.10     | 0.00%             | 2026-10-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6354356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27844 | PA      | $26001.69     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096256.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $0.69         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933982.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10669 | PA      | $9343.32      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734174.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $199.35       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991045601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6309748.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8657 | PA      | $8021.61      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $119.11       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183673632.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12761 | PA      | $12155.18     | 0.00%             | 2026-12-18      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074700.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5461 | PA      | $5396.87      | 0.00%             | 2026-11-18      | Fixed         | 18.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991300115.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1530 | PA      | $1494.49      | 0.00%             | 2024-12-17      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183972047.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $691.06       | 0.00%             | 2024-12-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991438351.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $733.29       | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182249975.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10544 | PA      | $10210.78     | 0.00%             | 2026-11-01      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687677.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17072 | PA      | $16307.22     | 0.00%             | 2026-12-17      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183143740.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5679 | PA      | $5619.85      | 0.00%             | 2024-11-12      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991316123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $483.39       | 0.00%             | 2024-12-18      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890737.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36569 | PA      | $33336.33     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299932.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3077 | PA      | $-118.93      | -0.00%            | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09490392.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37832 | PA      | $38280.31     | 0.00%             | 2026-07-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991048993.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $15.66        | 0.00%             | 2024-11-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160910.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $134.93       | 0.00%             | 2024-11-20      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31405RRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17174 | PA      | $17801.02     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150251.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $356.00       | 0.00%             | 2024-11-28      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140QQBA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5188798 | PA      | $4871675.95   | 0.14%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $630.92       | 0.00%             | 2024-11-11      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4578954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $147.54       | 0.00%             | 2023-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.47        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 161569311.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16684 | PA      | $16319.79     | 0.00%             | 2024-11-20      | Fixed         | 8.19%                 | 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        |   1085250 | PA      | $1058624.37   | 0.03%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                           | Las Vegas Sands Corp.                                                              | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1794240.82   | 0.05%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057649.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       388 | PA      | $102.88       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1607977.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3739 | PA      | $3678.96      | 0.00%             | 2026-08-13      | Fixed         | 25.48%                | 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        |  50450000 | PA      | $53522435.09  | 1.51%             | 2032-11-14      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613701.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5492 | PA      | $5461.01      | 0.00%             | 2024-08-24      | Fixed         | 22.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.69        | 0.00%             | 2023-11-21      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10201640.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16386 | PA      | $16598.78     | 0.00%             | 2026-09-22      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1175 | PA      | $1105.41      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268849.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $46.00        | 0.00%             | 2025-01-26      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991372337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $159.11       | 0.00%             | 2023-12-17      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31292GT71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3515 | PA      | $3599.24      | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $79.33        | 0.00%             | 2023-11-29      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943111.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9895 | PA      | $9518.79      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5755980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6605 | PA      | $6367.16      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991390998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $27.04        | 0.00%             | 2024-12-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991065007.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $287.56       | 0.00%             | 2024-11-17      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6180719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38176 | PA      | $35366.91     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830680.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2494 | PA      | $1526.77      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260449.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $6.39         | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333236.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17397 | PA      | $17566.60     | 0.00%             | 2024-01-08      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5624 | PA      | $5384.41      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4899740.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4941 | PA      | $4018.53      | 0.00%             | 2023-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215158.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $0.00         | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6284147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15092 | PA      | $14163.00     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5719339.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1667 | PA      | $1601.62      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655178.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2128 | PA      | $2074.14      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997469.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7692 | PA      | $7566.27      | 0.00%             | 2026-11-08      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5310909.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20291 | PA      | $8454.07      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991231794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1960 | PA      | $1948.40      | 0.00%             | 2024-11-29      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5298839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $375.64       | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5148361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $147.28       | 0.00%             | 2023-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6022774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1518 | PA      | $1471.23      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173041.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $18.91        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1313 | PA      | $1164.19      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317004.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       525 | PA      | $545.26       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       426 | PA      | $4.23         | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183431866.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21503 | PA      | $20942.15     | 0.00%             | 2026-11-23      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991358257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $154.46       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219730.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6622 | PA      | $6550.56      | 0.00%             | 2024-12-10      | Fixed         | 6.81%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223847.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $178.83       | 0.00%             | 2024-12-08      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991338177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       413 | PA      | $418.83       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $67.75        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $1009.94      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1915 | PA      | $1865.77      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $253.39       | 0.00%             | 2023-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129032.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2985 | PA      | $2974.49      | 0.00%             | 2024-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29923 | PA      | $28525.40     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588620.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6310 | PA      | $6058.68      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10608955.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44200 | PA      | $44311.33     | 0.00%             | 2026-11-23      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1990 | PA      | $1855.34      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184682.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.77         | 0.00%             | 2023-11-30      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917844.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4445 | PA      | $4261.57      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218055.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31743 | PA      | $30236.10     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10400699.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2896 | PA      | $2921.06      | 0.00%             | 2023-10-25      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183500540.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5332 | PA      | $5306.20      | 0.00%             | 2024-11-30      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158173.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.38        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645619.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11130 | PA      | $10682.96     | 0.00%             | 2026-11-20      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1441.32      | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       855 | PA      | $846.38       | 0.00%             | 2024-11-18      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308921.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1839 | PA      | $1691.55      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991326331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $141.83       | 0.00%             | 2024-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5982213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $709.96       | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149439.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       724 | PA      | $716.88       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $192.06       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $58.46        | 0.00%             | 2024-11-11      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $55.89        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5979760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4398 | PA      | $4273.98      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $302.15       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991321964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $214.77       | 0.00%             | 2023-12-08      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117284.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.58        | 0.00%             | 2024-11-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174347591.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6192 | PA      | $6085.03      | 0.00%             | 2024-02-23      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182884112.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23403 | PA      | $22961.01     | 0.00%             | 2024-11-25      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617458.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9810 | PA      | $705.97       | 0.00%             | 2026-08-24      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991319900.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $276.82       | 0.00%             | 2024-12-19      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.08        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5067542.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $602.97       | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183270584.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6797 | PA      | $6791.15      | 0.00%             | 2024-11-17      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10236085.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8070 | PA      | $8181.39      | 0.00%             | 2026-08-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5126318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $236.37       | 0.00%             | 2023-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5275 | PA      | $5141.41      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032955.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $83.38        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182348144.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6551 | PA      | $6512.48      | 0.00%             | 2024-10-25      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5234627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5056 | PA      | $4961.79      | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $181.50       | 0.00%             | 2023-12-01      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182922353.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29059 | PA      | $28320.95     | 0.00%             | 2026-11-18      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181324642.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24472 | PA      | $22313.03     | 0.00%             | 2026-10-13      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620021.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1205.66      | 0.00%             | 2024-08-25      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8113 | PA      | $7862.06      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990135.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4634 | PA      | $1316.05      | 0.00%             | 2027-04-08      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4094 | PA      | $2282.46      | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184309308.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12614 | PA      | $12141.77     | 0.00%             | 2026-12-21      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991340008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $9.15         | 0.00%             | 2024-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $2.04         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935705.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3666 | PA      | $3189.40      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161298.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.89        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996991.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22383 | PA      | $22197.97     | 0.00%             | 2026-11-08      | Fixed         | 9.23%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5059779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15837 | PA      | $2587.95      | 0.00%             | 2023-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284044.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $117.25       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2023-11-24      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.02        | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $510.69       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $154.44       | 0.00%             | 2024-11-18      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619757.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6214 | PA      | $6171.51      | 0.00%             | 2026-08-25      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5158276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4505 | PA      | $1396.96      | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5577659.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3691 | PA      | $3441.08      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9808 | PA      | $8673.85      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291158.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $24.82        | 0.00%             | 2023-12-17      | Fixed         | 24.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30932 | PA      | $18119.95     | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256371.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16025 | PA      | $15252.05     | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5265148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3269 | PA      | $3187.27      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2175000 | PA      | $-131612.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183005145.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11906 | PA      | $11806.38     | 0.00%             | 2024-11-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5177966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28231 | PA      | $26080.75     | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $242.66       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991340137.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $125.43       | 0.00%             | 2024-12-19      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13344 | PA      | $12974.85     | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084465.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1659 | PA      | $1636.38      | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17559 | PA      | $16043.06     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5598474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6896 | PA      | $6562.04      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6897 | PA      | $3782.92      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10354360.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18837 | PA      | $19085.79     | 0.00%             | 2025-10-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $11.66        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5981434.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1223.16      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12241288.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44125 | PA      | $43957.07     | 0.00%             | 2027-04-13      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $4.97         | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $34.15        | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $114.62       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1341 | PA      | $1331.01      | 0.00%             | 2023-11-22      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140QM3Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5583619 | PA      | $4709231.01   | 0.13%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09759659.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24684 | PA      | $25125.03     | 0.00%             | 2026-08-25      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7716 | PA      | $7390.64      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899078.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4422 | PA      | $4031.10      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC                                                  | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1828088.20   | 0.05%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991078791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $240.13       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15697 | PA      | $15223.12     | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991319523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $71.51        | 0.00%             | 2024-12-13      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219266.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31214 | PA      | $30958.87     | 0.00%             | 2026-12-10      | Fixed         | 31.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176814.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1213 | PA      | $1243.96      | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182999357.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7120 | PA      | $2594.49      | 0.00%             | 2024-11-08      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5692948.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8080 | PA      | $6769.40      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603763.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9010 | PA      | $8784.89      | 0.00%             | 2024-08-12      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10096028.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28542 | PA      | $28813.17     | 0.00%             | 2024-11-14      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.36        | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182425449.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12451 | PA      | $11616.38     | 0.00%             | 2026-11-02      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075168.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4138 | PA      | $4113.31      | 0.00%             | 2027-04-18      | Fixed         | 30.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092822.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $113.61       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991339375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $61.48        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $274.90       | 0.00%             | 2024-11-28      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991398313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $71.79        | 0.00%             | 2023-12-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8168 | PA      | $7354.44      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165333612.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5649 | PA      | $5224.49      | 0.00%             | 2025-01-23      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $817.01       | 0.00%             | 2024-11-29      | Fixed         | 18.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289003.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4762 | PA      | $4395.00      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139766.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $82.78        | 0.00%             | 2023-11-15      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6251966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3924 | PA      | $3475.28      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614557.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10394 | PA      | $9906.95      | 0.00%             | 2026-08-24      | Fixed         | 26.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2218 | PA      | $2051.19      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215765.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1700 | PA      | $241.22       | 0.00%             | 2024-12-09      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013239.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5583 | PA      | $5222.12      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574175.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $358.04       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5499117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $667.31       | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5148498.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6384 | PA      | $2941.71      | 0.00%             | 2023-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245848.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $7.85         | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5782040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5264 | PA      | $5066.91      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012459.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3548 | PA      | $3257.06      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3144 | PA      | $3013.93      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252193.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $124.56       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4884630.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1059 | PA      | $253.18       | 0.00%             | 2023-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1684660.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6925 | PA      | $6740.27      | 0.00%             | 2024-12-24      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $444.71       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174205068.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5709 | PA      | $5699.96      | 0.00%             | 2024-01-28      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11022117.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10845 | PA      | $10942.49     | 0.00%             | 2025-01-02      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875144.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4016 | PA      | $3903.79      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10254713.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5965 | PA      | $5979.46      | 0.00%             | 2024-08-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216510.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6236 | PA      | $6170.63      | 0.00%             | 2027-05-10      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC           | Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC              | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2067470.00   | 0.06%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2213785.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2802 | PA      | $2776.65      | 0.00%             | 2026-12-09      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991272095.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $-2.96        | -0.00%            | 2023-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31390REP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       461 | PA      | $477.28       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172522.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $94.30        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09328185.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28186 | PA      | $28640.31     | 0.00%             | 2026-07-12      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144231.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                      | CUSIP: 31418EJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4845239 | PA      | $4651421.11   | 0.13%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12251612.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9381 | PA      | $9378.59      | 0.00%             | 2025-01-17      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221416.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3516 | PA      | $3485.91      | 0.00%             | 2026-12-10      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182713608.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4137 | PA      | $4133.29      | 0.00%             | 2024-11-01      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5621545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5840 | PA      | $5691.70      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1096 | PA      | $916.15       | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5136070.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1837 | PA      | $748.54       | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604606.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8464 | PA      | $8322.15      | 0.00%             | 2026-08-13      | Fixed         | 29.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165592.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       920 | PA      | $63.08        | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $122.44       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183532974.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13101 | PA      | $12739.94     | 0.00%             | 2026-12-10      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991021580.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $-13.58       | -0.00%            | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877178.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5190 | PA      | $5163.33      | 0.00%             | 2026-10-19      | Fixed         | 24.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991235519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $319.21       | 0.00%             | 2024-11-21      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4927793.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3217 | PA      | $1484.87      | 0.00%             | 2023-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10459435.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10308 | PA      | $10455.90     | 0.00%             | 2026-10-29      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741480.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $313.31       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5582711.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $545.92       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991327730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $8.28         | 0.00%             | 2024-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991310007.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.69        | 0.00%             | 2023-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $271.91       | 0.00%             | 2023-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1860514.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8923 | PA      | $8800.09      | 0.00%             | 2026-10-19      | Fixed         | 16.68%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11386113.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6317 | PA      | $6390.43      | 0.00%             | 2026-11-25      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6355 | PA      | $5949.83      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616828.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6548 | PA      | $467.59       | 0.00%             | 2027-01-24      | Fixed         | 23.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $4.00         | 0.00%             | 2023-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612759.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4150 | PA      | $4118.69      | 0.00%             | 2026-08-23      | Fixed         | 7.70%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11279541.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29901 | PA      | $30326.97     | 0.00%             | 2027-01-02      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31402EXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23059 | PA      | $23926.38     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128464.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $149.29       | 0.00%             | 2023-11-20      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $166.93       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613502.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2844 | PA      | $2750.88      | 0.00%             | 2024-08-11      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $108.27       | 0.00%             | 2023-11-13      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269243.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.16        | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09045155.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11096 | PA      | $11358.46     | 0.00%             | 2026-06-29      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774959.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $548.54       | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $26.76        | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221405.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4062 | PA      | $4024.79      | 0.00%             | 2024-12-10      | Fixed         | 16.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2103 | PA      | $2142.85      | 0.00%             | 2024-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991415822.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       899 | PA      | $895.19       | 0.00%             | 2024-12-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $351.51       | 0.00%             | 2024-11-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10195666.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25463 | PA      | $25811.13     | 0.00%             | 2026-08-20      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234377.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $5.85         | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5254550.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1521 | PA      | $1484.89      | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $503.04       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991040614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       604 | PA      | $41.78        | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991016261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $25.65        | 0.00%             | 2024-11-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081885.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.53        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612094.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $480.36       | 0.00%             | 2024-08-23      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $598.37       | 0.00%             | 2024-11-27      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2358 | PA      | $2285.70      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $95.67        | 0.00%             | 2023-11-16      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12245849.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15092 | PA      | $14993.07     | 0.00%             | 2027-03-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5804251.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9005 | PA      | $8324.51      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3015 | PA      | $2793.36      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $446.52       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182832352.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10253 | PA      | $9831.80      | 0.00%             | 2025-01-31      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877074.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25717 | PA      | $25592.32     | 0.00%             | 2026-10-19      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217862.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9319 | PA      | $9186.69      | 0.00%             | 2026-12-09      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876796.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19004 | PA      | $5494.63      | 0.00%             | 2027-03-19      | Fixed         | 29.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11818506.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17722 | PA      | $17899.31     | 0.00%             | 2026-12-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10384915.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13300 | PA      | $13491.61     | 0.00%             | 2025-10-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266129.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.18         | 0.00%             | 2028-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183905553.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5435 | PA      | $5108.08      | 0.00%             | 2026-12-16      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4975355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1964 | PA      | $1112.74      | 0.00%             | 2023-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183154136.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8412 | PA      | $8190.07      | 0.00%             | 2026-11-16      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183983228.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17530 | PA      | $17502.90     | 0.00%             | 2024-12-09      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997734.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5251 | PA      | $5195.52      | 0.00%             | 2024-11-08      | Fixed         | 6.36%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $358.98       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721222.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $921.46       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991283471.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $78.02        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880929.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3094 | PA      | $3067.07      | 0.00%             | 2024-10-19      | Fixed         | 9.86%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $793.91       | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216633.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       891 | PA      | $883.65       | 0.00%             | 2026-12-09      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $407.78       | 0.00%             | 2023-11-14      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183456635.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17936 | PA      | $0.00         | 0.00%             | 2027-05-20      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129403.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $15.00        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $140.26       | 0.00%             | 2024-11-22      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $74.56        | 0.00%             | 2024-11-18      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $315.40       | 0.00%             | 2024-11-29      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11194436.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21859 | PA      | $21897.28     | 0.00%             | 2025-03-01      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5493760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3499 | PA      | $3083.48      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $24.28        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1765 | PA      | $1722.53      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219088.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17675 | PA      | $17495.32     | 0.00%             | 2026-12-10      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I                   | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-7, Class PT  | CUSIP: 21056VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    582017 | PA      | $545582.89    | 0.02%             | 2045-04-17      | Variable      | 15.07%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $206.47       | 0.00%             | 2023-12-07      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619285.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22490 | PA      | $6375.32      | 0.00%             | 2027-01-25      | Fixed         | 19.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073985.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4135 | PA      | $4097.65      | 0.00%             | 2026-11-18      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183835923.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7899 | PA      | $7822.50      | 0.00%             | 2024-12-09      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11802632.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8064 | PA      | $8154.25      | 0.00%             | 2024-12-29      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $171.22       | 0.00%             | 2024-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5118435.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $1486.44      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $645.89       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075530.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3528 | PA      | $253.54       | 0.00%             | 2026-11-18      | Fixed         | 19.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215903.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3403 | PA      | $3357.56      | 0.00%             | 2026-12-09      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071633.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $282.33       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069463.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $14.54        | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116525.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $87.55        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074592.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       881 | PA      | $878.47       | 0.00%             | 2026-11-18      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1066 | PA      | $1050.43      | 0.00%             | 2024-12-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4227 | PA      | $2368.17      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991311760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $792.17       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184141163.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2551 | PA      | $2467.05      | 0.00%             | 2026-12-17      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5648307.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3345 | PA      | $3208.41      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $259.90       | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5578934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5292 | PA      | $3267.78      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5973170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1177.75      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147610.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $491.39       | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25021464.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $88.02        | 0.00%             | 2027-12-09      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6258547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8028 | PA      | $7625.89      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991361291.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       424 | PA      | $426.27       | 0.00%             | 2024-12-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183870325.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17615 | PA      | $17146.27     | 0.00%             | 2026-12-10      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960114.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $923.52       | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073793.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4041 | PA      | $4023.26      | 0.00%             | 2024-11-18      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876508.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1595 | PA      | $1584.87      | 0.00%             | 2024-10-19      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.99        | 0.00%             | 2024-11-18      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $153.52       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651841.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4564 | PA      | $4345.26      | 0.00%             | 2026-11-08      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10769596.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3024 | PA      | $3051.61      | 0.00%             | 2023-11-23      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051459.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3732 | PA      | $3551.46      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5335831.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10426 | PA      | $9995.47      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $23.14        | 0.00%             | 2024-11-20      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183862855.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5621 | PA      | $5555.17      | 0.00%             | 2024-12-17      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108190.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $1368.09      | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074495.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7657 | PA      | $7207.31      | 0.00%             | 2026-11-18      | Fixed         | 19.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4675649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9976 | PA      | $7520.28      | 0.00%             | 2023-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5646926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4892 | PA      | $4556.95      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.20         | 0.00%             | 2023-11-15      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  53274980 | PA      | $44882572.58  | 1.27%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6270 | PA      | $5324.45      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3012 | PA      | $3074.23      | 0.00%             | 2024-11-25      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089044.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.08        | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1810 | PA      | $1794.98      | 0.00%             | 2024-11-12      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1626248.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7758 | PA      | $1113.25      | 0.00%             | 2024-09-24      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5474525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1863 | PA      | $1299.60      | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $342.53       | 0.00%             | 2024-11-11      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296QKC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7254 | PA      | $7512.79      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208389.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $150.49       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991296682.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $838.79       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31390QN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14030 | PA      | $14539.93     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5994685.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2899 | PA      | $2552.59      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991254871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $91.19        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182593987.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14394 | PA      | $5247.82      | 0.00%             | 2025-01-01      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Elevance Health, Inc.                                                           | Elevance Health, Inc.                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2974760.96   | 0.08%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4176 | PA      | $3970.05      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220695.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4213 | PA      | $2236.67      | 0.00%             | 2026-12-10      | Fixed         | 14.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       617 | PA      | $599.33       | 0.00%             | 2024-12-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032939.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1139 | PA      | $1129.81      | 0.00%             | 2024-11-12      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220480.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5398 | PA      | $381.75       | 0.00%             | 2026-12-10      | Fixed         | 32.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909634.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       849 | PA      | $766.47       | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11321062.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10553 | PA      | $10655.48     | 0.00%             | 2026-01-03      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5561371.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1973 | PA      | $1770.20      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990580.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21185 | PA      | $20882.43     | 0.00%             | 2026-11-08      | Fixed         | 19.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.93        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5697084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6361 | PA      | $6205.97      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991014622.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       654 | PA      | $522.63       | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $-0.51        | -0.00%            | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991451736.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $1133.96      | 0.00%             | 2024-12-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $256.20       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6131302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8288 | PA      | $7273.59      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323082.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $297.29       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $136.33       | 0.00%             | 2024-11-17      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207792.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $11.69        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       510 | PA      | $496.49       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991373643.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $260.27       | 0.00%             | 2023-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856377.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       654 | PA      | $627.82       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2547 | PA      | $2453.24      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877874.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3858 | PA      | $3839.11      | 0.00%             | 2026-10-19      | Fixed         | 26.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702856.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1773 | PA      | $1253.02      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991305981.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.01        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $296.76       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210218.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $59.08        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6224345.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       320 | PA      | $308.74       | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818400.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1975 | PA      | $1464.24      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12050162.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6550 | PA      | $6627.07      | 0.00%             | 2024-03-13      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11089858.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10136 | PA      | $10291.83     | 0.00%             | 2027-01-02      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183877346.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29581 | PA      | $28885.92     | 0.00%             | 2026-12-23      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991356211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $14.38        | 0.00%             | 2024-12-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11770041.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9865 | PA      | $9917.61      | 0.00%             | 2026-02-02      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876202.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19730 | PA      | $14540.72     | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12131559.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12083 | PA      | $2668.85      | 0.00%             | 2025-03-12      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5267264.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2983 | PA      | $2905.50      | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991061209.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       473 | PA      | $468.33       | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5220688.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25407 | PA      | $24527.51     | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $93.00        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $80.74        | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991990.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $949.26       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991514693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $10.87        | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893784.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15853 | PA      | $15380.42     | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $240.89       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183551116.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4914 | PA      | $4868.58      | 0.00%             | 2024-12-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264912.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $120.70       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3824 | PA      | $3563.61      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217399.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6256 | PA      | $6205.60      | 0.00%             | 2026-12-09      | Fixed         | 24.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107182.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $3.41         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269600.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $44.22        | 0.00%             | 2023-11-18      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1871750.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5005 | PA      | $4978.86      | 0.00%             | 2026-10-19      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853037.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6879 | PA      | $6655.98      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.55        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154720.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1110 | PA      | $1108.01      | 0.00%             | 2024-11-26      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128L04F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140729 | PA      | $148110.42    | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075107.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7453 | PA      | $537.48       | 0.00%             | 2026-11-18      | Fixed         | 23.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106285.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $209.14       | 0.00%             | 2023-11-12      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183529593.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15135 | PA      | $14659.10     | 0.00%             | 2026-12-22      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309000.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $60.71        | 0.00%             | 2023-12-13      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835567.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $386.33       | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.88        | 0.00%             | 2023-11-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.49         | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2204545.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1611 | PA      | $233.23       | 0.00%             | 2024-12-09      | Fixed         | 27.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060500.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $55.31        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991078286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.11         | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1088 | PA      | $1138.05      | 0.00%             | 2024-12-08      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $66.12        | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5975791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2458 | PA      | $2277.72      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991372053.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $1822.73      | 0.00%             | 2024-12-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5171013.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1139 | PA      | $1115.10      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $911.86       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1992670.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26459 | PA      | $26176.03     | 0.00%             | 2026-11-08      | Fixed         | 14.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125492.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $548.52       | 0.00%             | 2024-11-20      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617241.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4219 | PA      | $4213.28      | 0.00%             | 2026-08-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $44.09        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4433 | PA      | $4215.60      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.07         | 0.00%             | 2028-01-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613869.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1104 | PA      | $1102.22      | 0.00%             | 2026-08-24      | Fixed         | 30.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6018067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $1069.16      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10516972.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $1430.41      | 0.00%             | 2023-10-29      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183121003.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12482 | PA      | $11819.11     | 0.00%             | 2026-11-16      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4296 | PA      | $4059.20      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6282054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17422 | PA      | $16246.26     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $1322.64      | 0.00%             | 2024-11-09      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099988.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $128.10       | 0.00%             | 2024-11-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104436.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $92.36        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.18         | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184062734.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4120 | PA      | $4044.81      | 0.00%             | 2026-12-13      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991357997.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       464 | PA      | $467.78       | 0.00%             | 2024-12-08      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5783 | PA      | $5623.89      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $2522.77      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884845.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1096 | PA      | $1061.80      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5664893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $804.25       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165081.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       554 | PA      | $546.63       | 0.00%             | 2024-11-24      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       444 | PA      | $444.21       | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5375 | PA      | $5030.17      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $298.73       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878258.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6516 | PA      | $6456.78      | 0.00%             | 2026-10-19      | Fixed         | 14.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985670.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $893.48       | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $8.67         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6294570.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23582 | PA      | $21897.66     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183470077.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20895 | PA      | $20340.09     | 0.00%             | 2026-11-24      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177020.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $122.23       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.57        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996946.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4558 | PA      | $139.97       | 0.00%             | 2026-11-08      | Fixed         | 22.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2651 | PA      | $2544.16      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co.                                                    | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    520000 | PA      | $581008.07    | 0.02%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6315510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1274 | PA      | $1171.30      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217186.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $72.68        | 0.00%             | 2024-11-12      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6021296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7225 | PA      | $6631.52      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880576.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2577 | PA      | $2449.85      | 0.00%             | 2026-10-19      | Fixed         | 31.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3471 | PA      | $2875.43      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08968271.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26400 | PA      | $26890.80     | 0.00%             | 2026-06-06      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       880 | PA      | $797.61       | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179044.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $651.21       | 0.00%             | 2024-12-01      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $440.22       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183661163.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26402 | PA      | $10075.85     | 0.00%             | 2026-12-01      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991282826.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.81        | 0.00%             | 2024-11-30      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991093257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1856 | PA      | $128.40       | 0.00%             | 2024-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222051.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $208.35       | 0.00%             | 2024-11-12      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878875.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3951 | PA      | $3795.11      | 0.00%             | 2026-10-19      | Fixed         | 20.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184223937.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16096 | PA      | $15708.57     | 0.00%             | 2026-12-17      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612342.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38606 | PA      | $38278.76     | 0.00%             | 2026-08-23      | Fixed         | 11.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       892 | PA      | $572.17       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $85.25        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $69.35        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12244387.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27189 | PA      | $27561.89     | 0.00%             | 2027-03-12      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046521.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $167.14       | 0.00%             | 2023-11-13      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991257943.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.35        | 0.00%             | 2024-11-27      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $27.46        | 0.00%             | 2023-11-11      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $35.95        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998458.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3742 | PA      | $3705.32      | 0.00%             | 2026-11-08      | Fixed         | 30.59%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635003.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3766 | PA      | $3695.00      | 0.00%             | 2024-09-22      | Fixed         | 20.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6056864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8563 | PA      | $8224.01      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10234320.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5761 | PA      | $5799.62      | 0.00%             | 2023-10-03      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5131389.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1241 | PA      | $1043.34      | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280209.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $2413.81      | 0.00%             | 2026-12-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5125406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1924 | PA      | $1793.69      | 0.00%             | 2023-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991048724.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $188.90       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $94.30        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5963028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       473 | PA      | $443.05       | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205558.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $411.85       | 0.00%             | 2024-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10096062.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10321 | PA      | $10484.84     | 0.00%             | 2026-09-28      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       449 | PA      | $461.08       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178484.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1314 | PA      | $1213.59      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183312442.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5371 | PA      | $5334.33      | 0.00%             | 2024-11-17      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991315274.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $670.71       | 0.00%             | 2024-12-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182854752.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13580 | PA      | $13450.03     | 0.00%             | 2024-11-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988958.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $1206.73      | 0.00%             | 2026-11-08      | Fixed         | 10.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54915 | PA      | $38221.67     | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10246680.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9815 | PA      | $9967.00      | 0.00%             | 2026-08-21      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09027027.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16606 | PA      | $16755.77     | 0.00%             | 2026-06-05      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5255110.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9125 | PA      | $8699.49      | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074174.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $837.69       | 0.00%             | 2024-11-18      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934335.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6432 | PA      | $6136.88      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $198.27       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024583.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $206.02       | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4035 | PA      | $3899.06      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267903.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $209.04       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4605737.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $204.96       | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991515439.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991244043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $88.81        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $159.36       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $8686828.70   | 0.25%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1634433.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7062 | PA      | $6841.00      | 0.00%             | 2024-09-21      | Fixed         | 17.05%                | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                      | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2141275.00   | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215091.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2936 | PA      | $844.44       | 0.00%             | 2026-12-09      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       534 | PA      | $522.88       | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1870 | PA      | $1795.42      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115061.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $126.78       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991219200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $113.82       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991330842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4267 | PA      | $3013.23      | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.75        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1608456.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $268.09       | 0.00%             | 2024-08-24      | Fixed         | 28.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256699.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6685 | PA      | $6282.77      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12139540.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10915 | PA      | $11025.49     | 0.00%             | 2025-03-12      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137204.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $351.58       | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2342 | PA      | $2158.61      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991078201.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $202.95       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613175.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3408 | PA      | $3388.60      | 0.00%             | 2024-08-23      | Fixed         | 24.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991484626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1948 | PA      | $1963.16      | 0.00%             | 2024-12-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277289.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010 | PA      | $1983.93      | 0.00%             | 2023-11-19      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877068.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10849 | PA      | $10808.86     | 0.00%             | 2026-10-19      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337901.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       814 | PA      | $788.45       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11398866.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9764 | PA      | $9883.25      | 0.00%             | 2025-11-16      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $225.88       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $135.53       | 0.00%             | 2024-11-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.06        | 0.00%             | 2023-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08979130.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26028 | PA      | $5895.59      | 0.00%             | 2026-06-30      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5578333.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4004 | PA      | $3589.82      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106955.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $280.67       | 0.00%             | 2023-11-18      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5281948.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29541 | PA      | $12753.47     | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214639.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6993 | PA      | $6938.26      | 0.00%             | 2026-12-09      | Fixed         | 9.77%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182940512.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1327 | PA      | $1292.50      | 0.00%             | 2024-11-17      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1218 | PA      | $1220.15      | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11792403.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18837 | PA      | $18972.97     | 0.00%             | 2026-02-03      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $70.33        | 0.00%             | 2024-11-24      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3572 | PA      | $3286.74      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115058.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $149.95       | 0.00%             | 2024-11-14      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DM40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1379 | PA      | $1451.97      | 0.00%             | 2031-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991287740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $187.01       | 0.00%             | 2023-12-13      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266991.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $1191.19      | 0.00%             | 2024-11-30      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1176 | PA      | $90.65        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991272573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $470.91       | 0.00%             | 2024-11-22      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184038361.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5289 | PA      | $5254.71      | 0.00%             | 2024-12-30      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148076.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $190.14       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183931492.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13914 | PA      | $13691.49     | 0.00%             | 2024-12-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $216.66       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991326262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $117.91       | 0.00%             | 2024-12-02      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173423229.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13842 | PA      | $13471.64     | 0.00%             | 2026-01-04      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882583.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $214.18       | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165157005.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12719 | PA      | $12203.69     | 0.00%             | 2025-01-21      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991448392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $3.70         | 0.00%             | 2024-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991271010.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $178.38       | 0.00%             | 2023-11-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016723.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4431 | PA      | $3088.40      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $90.81        | 0.00%             | 2024-11-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991015386.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       718 | PA      | $704.86       | 0.00%             | 2024-11-09      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $214.09       | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1089 | PA      | $928.09       | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991335451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.76        | 0.00%             | 2024-12-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991467590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $61.69        | 0.00%             | 2023-12-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $47.26        | 0.00%             | 2023-11-13      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276814.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $163.56       | 0.00%             | 2024-11-29      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5719299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $872.45       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732280.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5035 | PA      | $4878.82      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183464408.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3697 | PA      | $3655.63      | 0.00%             | 2024-11-24      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183249845.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5750 | PA      | $5709.96      | 0.00%             | 2024-11-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270176.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3316 | PA      | $3104.47      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6067027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1673 | PA      | $1591.76      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08870796.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5971 | PA      | $6105.03      | 0.00%             | 2025-05-23      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7181 | PA      | $6424.60      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $74.56        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2787 | PA      | $2710.20      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183942961.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3510 | PA      | $3477.51      | 0.00%             | 2024-12-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258541.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3243 | PA      | $3288.26      | 0.00%             | 2024-12-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183402493.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4769 | PA      | $4736.98      | 0.00%             | 2024-12-03      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277509.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1703 | PA      | $1731.23      | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | Providence St Joseph Health Obligated Group, Series H                              | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8875000 | PA      | $8431100.28   | 0.24%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1242 | PA      | $643.41       | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  17625000 | PA      | $-586337.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6169 | PA      | $5441.27      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182334791.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1660 | PA      | $1669.03      | 0.00%             | 2024-10-18      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $39.09        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5339230.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4807 | PA      | $4686.10      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136443.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $4.62         | 0.00%             | 2028-02-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991448491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $200.97       | 0.00%             | 2023-12-08      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991055896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $40.68        | 0.00%             | 2023-11-13      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.17        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991246111.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $55.49        | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5265614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $577.08       | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $130.58       | 0.00%             | 2023-11-29      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993451.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9885 | PA      | $9802.25      | 0.00%             | 2026-11-08      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10662001.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21373 | PA      | $6178.56      | 0.00%             | 2026-11-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $182.63       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087016.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       766 | PA      | $98.76        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5957353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14190 | PA      | $13632.20     | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991399925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $352.37       | 0.00%             | 2024-12-20      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991246447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $442.65       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225567.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $235.18       | 0.00%             | 2024-11-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1128 | PA      | $548.32       | 0.00%             | 2023-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5241222.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1667 | PA      | $1629.93      | 0.00%             | 2023-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182882013.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17263 | PA      | $16897.15     | 0.00%             | 2026-11-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5185667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14869 | PA      | $10256.58     | 0.00%             | 2023-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11377526.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20734 | PA      | $20652.98     | 0.00%             | 2027-01-01      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183645675.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2821 | PA      | $2788.45      | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271425.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1640 | PA      | $1516.98      | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5578029.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1276 | PA      | $1239.57      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134209.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $510.28       | 0.00%             | 2024-11-11      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991287433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       695 | PA      | $691.69       | 0.00%             | 2024-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039912.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $216.96       | 0.00%             | 2024-11-12      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5948 | PA      | $5747.89      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.62        | 0.00%             | 2023-11-14      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $-1.73        | -0.00%            | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991311852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.18        | 0.00%             | 2024-12-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991338386.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.36        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $36.14        | 0.00%             | 2023-11-14      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5170464.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2646 | PA      | $2597.27      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82105 | PA      | $77592.55     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6314871.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5770 | PA      | $5312.76      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182567782.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20593 | PA      | $19873.23     | 0.00%             | 2026-11-08      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $912.17       | 0.00%             | 2024-11-30      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614886.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9054 | PA      | $8968.32      | 0.00%             | 2026-08-24      | Fixed         | 19.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.78        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $763.36       | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184192472.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5975 | PA      | $5937.64      | 0.00%             | 2024-12-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1685589.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10532 | PA      | $10141.06     | 0.00%             | 2026-12-14      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       617 | PA      | $642.99       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3860 | PA      | $3762.29      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                        | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11368000 | PA      | $11235475.38  | 0.32%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991459556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $154.92       | 0.00%             | 2023-12-16      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1202 | PA      | $1163.13      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $209.63       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222931.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1684 | PA      | $1731.90      | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183013124.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13291 | PA      | $468.05       | 0.00%             | 2026-11-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5250046.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $94.99        | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111038.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $30.08        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $59.31        | 0.00%             | 2024-11-24      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5646507.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5218 | PA      | $5089.70      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183250462.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5990 | PA      | $5957.56      | 0.00%             | 2024-11-29      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183237884.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16172 | PA      | $16069.15     | 0.00%             | 2024-11-18      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4822240.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $72.65        | 0.00%             | 2023-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171709430.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14348 | PA      | $13066.82     | 0.00%             | 2025-11-28      | Fixed         | 13.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1711 | PA      | $1529.68      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197390.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $1013.53      | 0.00%             | 2023-11-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754617.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2691 | PA      | $2557.74      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991271179.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.30        | 0.00%             | 2023-11-30      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132839.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $136.42       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146472.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       724 | PA      | $740.93       | 0.00%             | 2024-11-28      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6283040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63694 | PA      | $59571.77     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991053364.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $57.42        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734617.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13286 | PA      | $12414.94     | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5727466.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1251 | PA      | $1217.47      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706907.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1549 | PA      | $1538.97      | 0.00%             | 2026-09-13      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $434.31       | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13195 | PA      | $12553.10     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $2.11         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6022197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21049 | PA      | $20479.75     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790464.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       973 | PA      | $919.01       | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991074883.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       740 | PA      | $756.42       | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221895.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4719 | PA      | $4629.38      | 0.00%             | 2025-05-10      | Fixed         | 22.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991368704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $587.27       | 0.00%             | 2024-12-10      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184035228.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10243 | PA      | $10089.69     | 0.00%             | 2024-12-09      | Fixed         | 13.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10684832.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7936 | PA      | $7966.91      | 0.00%             | 2025-10-02      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12250156.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43147 | PA      | $43809.68     | 0.00%             | 2027-03-12      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991065238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.97        | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6314983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3410 | PA      | $3157.62      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $94.94        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10214931.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32726 | PA      | $33110.71     | 0.00%             | 2026-03-19      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5760268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6120 | PA      | $5931.86      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171251.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $9.21         | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3294 | PA      | $3188.10      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077312.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $154.05       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $170.91       | 0.00%             | 2024-11-30      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $336.70       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | 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      | $-3488571.28  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24237195.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2564 | PA      | $2617.45      | 0.00%             | 2024-01-03      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074443.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17807 | PA      | $5222.11      | 0.00%             | 2026-11-18      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183548843.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8619 | PA      | $1580.89      | 0.00%             | 2026-11-26      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1614300.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23996 | PA      | $23136.98     | 0.00%             | 2026-08-12      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137449.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3113 | PA      | $2983.72      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1564 | PA      | $1445.77      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6027 | PA      | $5857.16      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096685.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $208.83       | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4984 | PA      | $4838.46      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1604455.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3142 | PA      | $3124.09      | 0.00%             | 2024-08-23      | Fixed         | 27.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705607.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24262 | PA      | $23978.34     | 0.00%             | 2026-09-13      | Fixed         | 16.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1606808.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14216 | PA      | $1027.44      | 0.00%             | 2026-08-23      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6039118.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1458 | PA      | $1326.20      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $180.75       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5624731.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3980 | PA      | $3346.51      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $-9.89        | -0.00%            | 2024-12-08      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183798352.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25666 | PA      | $25031.31     | 0.00%             | 2026-12-16      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141640.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       689 | PA      | $682.45       | 0.00%             | 2023-11-27      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991219101.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $88.76        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $142.80       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5976564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8382 | PA      | $7857.48      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $301.83       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.21        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900250.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3256 | PA      | $3156.00      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262256.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $7.46         | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       426 | PA      | $0.00         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.27        | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122709.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $146.78       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165739.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $343.36       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $-0.77        | -0.00%            | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183197788.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17333 | PA      | $16610.25     | 0.00%             | 2026-11-16      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5764364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18245 | PA      | $17790.85     | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6034627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4186 | PA      | $3961.92      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10459721.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33466 | PA      | $33694.82     | 0.00%             | 2026-10-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.72         | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4882493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9503 | PA      | $7639.01      | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5246828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1272 | PA      | $1209.37      | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5598403.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2605 | PA      | $2499.42      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8315 | PA      | $7974.71      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $100.34       | 0.00%             | 2023-11-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1410806.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1799 | PA      | $1794.22      | 0.00%             | 2026-07-09      | Fixed         | 26.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170826.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $144.14       | 0.00%             | 2023-11-28      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706486.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3111 | PA      | $3101.35      | 0.00%             | 2024-09-13      | Fixed         | 18.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10237773.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.34        | 0.00%             | 2024-10-03      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198786.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4638 | PA      | $4589.83      | 0.00%             | 2024-12-09      | Fixed         | 7.35%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6666 | PA      | $6211.46      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184325410.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4222 | PA      | $774.01       | 0.00%             | 2026-12-21      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       740 | PA      | $736.58       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087089.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $451.03       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184195032.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8129 | PA      | $1538.82      | 0.00%             | 2026-12-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991355570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $260.33       | 0.00%             | 2024-12-09      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       464 | PA      | $488.39       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184172800.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11091 | PA      | $10586.75     | 0.00%             | 2026-12-28      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6034774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9380 | PA      | $8658.40      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $12.10        | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999118.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5020 | PA      | $4946.39      | 0.00%             | 2026-11-08      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5381802.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2449 | PA      | $2384.88      | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5158493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $787.94       | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       909 | PA      | $903.37       | 0.00%             | 2024-11-11      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17375 | PA      | $14932.93     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170428.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $85.31        | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912454.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2265 | PA      | $1287.23      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617403.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6548 | PA      | $6537.69      | 0.00%             | 2026-08-24      | Fixed         | 29.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103770.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $137.56       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6257 | PA      | $5441.13      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182931548.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9564 | PA      | $9309.94      | 0.00%             | 2026-11-12      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21250 | PA      | $19711.65     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1188 | PA      | $1181.52      | 0.00%             | 2024-11-29      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $270.74       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.89         | 0.00%             | 2028-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5381355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2459 | PA      | $2395.29      | 0.00%             | 2023-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5613643.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4299 | PA      | $4177.19      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3392 | PA      | $2933.92      | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991018167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $304.02       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165692.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7917 | PA      | $7387.52      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069588.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.17         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $30.47        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848650.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2832 | PA      | $1976.17      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10674729.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16009 | PA      | $1985.88      | 0.00%             | 2026-11-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154697.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11127 | PA      | $10581.99     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $1074.36      | 0.00%             | 2024-11-15      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $111.90       | 0.00%             | 2023-11-20      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665942.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11647 | PA      | $11272.80     | 0.00%             | 2026-11-09      | Fixed         | 24.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164069.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $35.54        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899793.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8670 | PA      | $8157.06      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991378438.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $231.02       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5143636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24333 | PA      | $19695.47     | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991231726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.10        | 0.00%             | 2023-11-13      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991242467.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $249.16       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11395038.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14134 | PA      | $14203.40     | 0.00%             | 2026-12-26      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $87.89        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09336762.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9764 | PA      | $9928.27      | 0.00%             | 2026-07-10      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183789603.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11027 | PA      | $10691.54     | 0.00%             | 2024-12-13      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5707870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9529 | PA      | $8564.92      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11817724.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19085 | PA      | $19152.14     | 0.00%             | 2026-02-12      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11194578.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15957 | PA      | $16113.28     | 0.00%             | 2026-12-25      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $363.52       | 0.00%             | 2023-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $-2.70        | -0.00%            | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630438.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8160 | PA      | $7828.65      | 0.00%             | 2026-09-27      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6058859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7482 | PA      | $6667.48      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171902167.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3643 | PA      | $3539.01      | 0.00%             | 2023-11-10      | Fixed         | 8.46%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       841 | PA      | $856.87       | 0.00%             | 2024-11-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062055.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $1274.86      | 0.00%             | 2023-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09025472.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15891 | PA      | $16275.00     | 0.00%             | 2026-05-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1690887.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2554 | PA      | $2532.90      | 0.00%             | 2024-09-13      | Fixed         | 23.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217430.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3804 | PA      | $3773.90      | 0.00%             | 2026-12-09      | Fixed         | 31.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026129.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $497.79       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5318651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2858 | PA      | $2784.92      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991288512.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       564 | PA      | $571.40       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6190001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18594 | PA      | $17632.67     | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10195787.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6926 | PA      | $6804.00      | 0.00%             | 2024-10-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087274.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2695 | PA      | $353.58       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211029.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $685.35       | 0.00%             | 2023-12-08      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1828 | PA      | $1816.82      | 0.00%             | 2024-12-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169345.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $218.95       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5320431.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $557.18       | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796169.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3108 | PA      | $3014.83      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2864 | PA      | $2650.46      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860789.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2920 | PA      | $2799.99      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220654.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20126 | PA      | $19964.71     | 0.00%             | 2026-12-10      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070416.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $120.51       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $489.14       | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4890584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2828 | PA      | $1102.94      | 0.00%             | 2023-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991255.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9562 | PA      | $9460.75      | 0.00%             | 2026-11-08      | Fixed         | 15.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $1576.61      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Burnham Park CLO Ltd.                                                           | Burnham Park CLO Ltd., Series 2016-1A, Class BR                                    | CUSIP: 12232KAJ9<br>LEI: 549300BOEG5O4MSO7220 | Long             | ABS-CBDO         | CORP              | KY        |   1488189 | PA      | $1408643.38   | 0.04%             | 2029-10-20      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       593 | PA      | $41.02        | 0.00%             | 2024-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092708.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $0.24         | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991346666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $210.10       | 0.00%             | 2024-12-13      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777789.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4053 | PA      | $3597.53      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612795.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4780 | PA      | $4784.27      | 0.00%             | 2024-08-23      | Fixed         | 19.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $89.26        | 0.00%             | 2023-11-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913211.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $360.25       | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $61.09        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074954.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4565 | PA      | $4500.82      | 0.00%             | 2026-11-18      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5615158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2495 | PA      | $2446.77      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Panama                                                              | Panama Government Bond                                                             | CUSIP: 698299BJ2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   5700000 | PA      | $5424975.00   | 0.15%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.96         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106054.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $325.06       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4195 | PA      | $4103.53      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616600.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6212 | PA      | $6210.81      | 0.00%             | 2026-08-24      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991038818.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       548 | PA      | $541.10       | 0.00%             | 2023-11-12      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.39        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991075400.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $71.65        | 0.00%             | 2023-11-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991248660.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $112.48       | 0.00%             | 2023-11-30      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865102.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34131 | PA      | $32293.26     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       400 | PA      | $404.83       | 0.00%             | 2024-11-11      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200667.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       579 | PA      | $54.95        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996217.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3865 | PA      | $3801.26      | 0.00%             | 2026-11-08      | Fixed         | 19.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062995.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $147.34       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1610333.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3141 | PA      | $3014.63      | 0.00%             | 2026-08-24      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991330975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $374.84       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991311847.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $257.90       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       899 | PA      | $191.53       | 0.00%             | 2024-12-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08978477.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13333 | PA      | $13440.59     | 0.00%             | 2024-04-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991356769.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $31.43        | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991481298.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $181.71       | 0.00%             | 2024-12-15      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991056988.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.44        | 0.00%             | 2023-11-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085802.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       554 | PA      | $549.79       | 0.00%             | 2023-11-18      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991292205.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $167.24       | 0.00%             | 2026-12-14      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.04        | 0.00%             | 2024-12-15      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $314.10       | 0.00%             | 2023-12-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217754.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $141.17       | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5234431.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1991 | PA      | $1732.36      | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627902.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3695 | PA      | $3117.63      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $688.99       | 0.00%             | 2023-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991316696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $63.37        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991322847.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $511.81       | 0.00%             | 2024-12-11      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2860 | PA      | $2769.71      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221651.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8823 | PA      | $8747.54      | 0.00%             | 2026-12-10      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991320497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $146.31       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $361.94       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183630947.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20230 | PA      | $19757.19     | 0.00%             | 2026-11-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1613 | PA      | $1558.18      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656930.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4056 | PA      | $3916.20      | 0.00%             | 2026-10-29      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145424.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $472.24       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879540.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4197 | PA      | $3944.07      | 0.00%             | 2026-10-19      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10315400.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19468 | PA      | $19783.67     | 0.00%             | 2025-10-22      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $371.99       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5302517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2181 | PA      | $2089.99      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991400268.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $186.26       | 0.00%             | 2024-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.55        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $348.89       | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073235.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5988 | PA      | $5911.59      | 0.00%             | 2026-11-18      | Fixed         | 22.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6874 | PA      | $5700.74      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6292116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7545 | PA      | $7078.47      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160678.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $194.85       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $792.95       | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184193.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $230.98       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167037232.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $206.05       | 0.00%             | 2033-02-20      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| BX 2021-LBA3 Mortgage Trust                                                     | BX Mortgage Trust, Series 2021-PAC, Class B                                        | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9220000 | PA      | $8883454.33   | 0.25%             | 2036-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075163.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3743 | PA      | $3716.79      | 0.00%             | 2024-11-18      | Fixed         | 19.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6005036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $225.72       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944013.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7580 | PA      | $7135.19      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.90         | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998611.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20971 | PA      | $20626.21     | 0.00%             | 2026-11-08      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298164.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1990 | PA      | $1964.87      | 0.00%             | 2024-12-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9620 | PA      | $8629.89      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6239454.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2628 | PA      | $2437.16      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200072.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $429.03       | 0.00%             | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134193.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $32.01        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618902.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4515 | PA      | $4514.99      | 0.00%             | 2026-08-25      | Fixed         | 21.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181923.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $819.04       | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878644.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2692 | PA      | $2598.13      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261509.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $127.94       | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08932092.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14729 | PA      | $15009.00     | 0.00%             | 2026-05-26      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991055836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $37.67        | 0.00%             | 2023-11-15      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074997.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3647 | PA      | $3629.27      | 0.00%             | 2026-11-18      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844635.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10382 | PA      | $8582.45      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $17.48        | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5829308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28538 | PA      | $20709.26     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880360.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24215 | PA      | $23989.21     | 0.00%             | 2026-10-19      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652888.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8210 | PA      | $0.00         | 0.00%             | 2026-11-09      | Fixed         | 13.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.29        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221352.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $815.69       | 0.00%             | 2026-12-10      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1704840.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2613 | PA      | $2595.26      | 0.00%             | 2026-09-13      | Fixed         | 30.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $159.23       | 0.00%             | 2023-11-20      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991499186.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $269.43       | 0.00%             | 2024-12-17      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $94.52        | 0.00%             | 2024-11-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12106220.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10860 | PA      | $10945.18     | 0.00%             | 2026-03-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.65        | 0.00%             | 2024-11-25      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943777.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5670 | PA      | $5514.51      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       784 | PA      | $797.37       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $512.54       | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1760 | PA      | $1218.83      | 0.00%             | 2023-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1622217.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4912 | PA      | $4667.94      | 0.00%             | 2026-08-27      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $170.82       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991316447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1549 | PA      | $1535.67      | 0.00%             | 2024-12-12      | Fixed         | 19.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182937534.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6665 | PA      | $6589.05      | 0.00%             | 2024-11-08      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2211401.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26484 | PA      | $15185.04     | 0.00%             | 2026-12-10      | Fixed         | 18.86%                | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | J.P. Morgan Mortgage Trust, Series 2021-14, Class A4                               | CUSIP: 46653QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13396759 | PA      | $11904844.04  | 0.34%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17131 | PA      | $15442.58     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072416.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1395 | PA      | $1372.30      | 0.00%             | 2024-11-12      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5316057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1851 | PA      | $1819.40      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098772.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $73.51        | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7125 | PA      | $6773.83      | 0.00%             | 2024-05-11      | None          | 0.00%                 | 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        |  14321219 | PA      | $14248779.43  | 0.40%             | 2037-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164566.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $185.39       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265066.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $120.99       | 0.00%             | 2023-12-16      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5208682.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2438 | PA      | $2298.28      | 0.00%             | 2023-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4980891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7938 | PA      | $2619.05      | 0.00%             | 2023-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1605600.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6852 | PA      | $6528.19      | 0.00%             | 2027-01-24      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11956 | PA      | $11351.61     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08967703.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2591 | PA      | $2589.17      | 0.00%             | 2026-05-30      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889899.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5336 | PA      | $1397.69      | 0.00%             | 2023-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171893215.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14502 | PA      | $571.08       | 0.00%             | 2025-11-20      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991377107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $115.80       | 0.00%             | 2024-12-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11361502.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5701 | PA      | $5749.99      | 0.00%             | 2024-01-07      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09815288.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31423 | PA      | $31845.46     | 0.00%             | 2026-07-13      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612441.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2799 | PA      | $2773.23      | 0.00%             | 2024-08-23      | Fixed         | 8.61%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287743.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4201 | PA      | $3911.24      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3616 | PA      | $3455.19      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5773099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33212 | PA      | $32403.48     | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.51        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990483.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       646 | PA      | $640.32       | 0.00%             | 2024-11-08      | Fixed         | 10.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183974082.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14539 | PA      | $14414.04     | 0.00%             | 2024-12-10      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705580.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14801 | PA      | $14609.22     | 0.00%             | 2026-09-13      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10211578.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8722 | PA      | $8808.31      | 0.00%             | 2026-09-23      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $384.44       | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991052117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $280.23       | 0.00%             | 2023-11-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980267.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27819 | PA      | $23390.39     | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09808235.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23739 | PA      | $24019.27     | 0.00%             | 2026-08-13      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614941.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7606 | PA      | $7546.92      | 0.00%             | 2026-08-24      | Fixed         | 13.72%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183747630.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19914 | PA      | $19551.83     | 0.00%             | 2026-12-06      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.01         | 0.00%             | 2027-12-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183281940.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3370 | PA      | $3328.95      | 0.00%             | 2025-05-31      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4995558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $418.29       | 0.00%             | 2023-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5675248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       701 | PA      | $681.65       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230298.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3796 | PA      | $3463.57      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991408740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $62.31        | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174096433.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4660 | PA      | $877.60       | 0.00%             | 2024-01-28      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183852446.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13737 | PA      | $13132.79     | 0.00%             | 2026-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249125.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $75.37        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11579250.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29959 | PA      | $30298.96     | 0.00%             | 2027-03-01      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184030866.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14540 | PA      | $11329.73     | 0.00%             | 2024-12-23      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11393685.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23439 | PA      | $23696.77     | 0.00%             | 2026-03-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991364256.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $4.96         | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $67.79        | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091205.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $0.97         | 0.00%             | 2023-11-18      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5271767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1398 | PA      | $1339.54      | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619805.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2135 | PA      | $1024.80      | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991042430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2695 | PA      | $1934.81      | 0.00%             | 2024-11-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183623497.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24227 | PA      | $23358.81     | 0.00%             | 2026-12-03      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991489034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $18.30        | 0.00%             | 2026-12-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $1120.42      | 0.00%             | 2024-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148797.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $511.20       | 0.00%             | 2024-11-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130653.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $24.00        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612781.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8400 | PA      | $8387.49      | 0.00%             | 2026-08-23      | Fixed         | 27.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221746.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4814 | PA      | $350.46       | 0.00%             | 2026-12-10      | Fixed         | 18.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880362.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       659 | PA      | $653.47       | 0.00%             | 2024-10-19      | Fixed         | 23.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11389311.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34271 | PA      | $34688.20     | 0.00%             | 2027-01-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5291912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       858 | PA      | $841.06       | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6039190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20691 | PA      | $19868.99     | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6175863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4975 | PA      | $4765.60      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878670.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3152 | PA      | $2833.20      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169188.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $604.16       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122950.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1484 | PA      | $1513.72      | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184284744.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2457 | PA      | $2439.72      | 0.00%             | 2024-12-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $173.27       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $-1.29        | -0.00%            | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6171537.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6320 | PA      | $5998.38      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $79.34        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $322.80       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182342567.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10698 | PA      | $10062.37     | 0.00%             | 2026-11-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       784 | PA      | $728.19       | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2872 | PA      | $2759.81      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268175.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2066 | PA      | $2095.24      | 0.00%             | 2024-12-08      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5345 | PA      | $5013.51      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $441.78       | 0.00%             | 2024-11-12      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5566107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10786 | PA      | $10286.79     | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275061.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $93.90        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307741.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6238 | PA      | $5816.06      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184033080.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18615 | PA      | $17874.47     | 0.00%             | 2026-12-13      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11388598.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $522.87       | 0.00%             | 2027-01-11      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.51         | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672785.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       656 | PA      | $616.90       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7018 | PA      | $6522.50      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183407963.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5970 | PA      | $4696.23      | 0.00%             | 2024-11-24      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174153.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $68.77        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $106.61       | 0.00%             | 2023-11-14      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6125059.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16750 | PA      | $15417.56     | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $63.40        | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2213659.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3329 | PA      | $3298.87      | 0.00%             | 2026-12-09      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09046414.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23027 | PA      | $23382.85     | 0.00%             | 2025-06-23      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $7.56         | 0.00%             | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $136.07       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074885.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1281 | PA      | $1260.54      | 0.00%             | 2024-11-18      | Fixed         | 26.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.47         | 0.00%             | 2023-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183602283.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17506 | PA      | $17070.95     | 0.00%             | 2024-12-16      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991303347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.34        | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3132D6B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4397907 | PA      | $4221982.42   | 0.12%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182410510.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10208 | PA      | $10326.07     | 0.00%             | 2024-10-21      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110617.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       320 | PA      | $329.16       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14253 | PA      | $10887.54     | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115779.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $1008.60      | 0.00%             | 2024-11-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $214.89       | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31390UUE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2562 | PA      | $2657.49      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5614424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $846.42       | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.12        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.65        | 0.00%             | 2024-11-18      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856417.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2256 | PA      | $2175.95      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953482.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3645 | PA      | $3506.31      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182725535.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20281 | PA      | $19913.02     | 0.00%             | 2026-11-04      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       671 | PA      | $665.31       | 0.00%             | 2024-11-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141321.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $222.80       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133163.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $214.69       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182962134.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17390 | PA      | $16938.03     | 0.00%             | 2026-11-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08960464.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27156 | PA      | $27515.88     | 0.00%             | 2026-06-01      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.44        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15943 | PA      | $14736.44     | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955442.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2471 | PA      | $2389.38      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1710 | PA      | $1734.38      | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3587 | PA      | $3495.26      | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184505766.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24265 | PA      | $23008.78     | 0.00%             | 2027-01-11      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $224.53       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4839149.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2677 | PA      | $1911.28      | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $119.55       | 0.00%             | 2024-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145858.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $416.89       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8471 | PA      | $8040.59      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11038460.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29231 | PA      | $29601.54     | 0.00%             | 2027-01-02      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991447468.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1073 | PA      | $1051.69      | 0.00%             | 2024-12-12      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10634 | PA      | $9864.14      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1933 | PA      | $1918.36      | 0.00%             | 2024-12-18      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183930981.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10971 | PA      | $10495.99     | 0.00%             | 2026-12-20      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.24        | 0.00%             | 2027-10-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219596.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4813 | PA      | $698.73       | 0.00%             | 2026-12-10      | Fixed         | 29.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30505 | PA      | $28767.78     | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6005077.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2867 | PA      | $2791.68      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218875.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10035 | PA      | $9933.06      | 0.00%             | 2026-12-10      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991311167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $384.20       | 0.00%             | 2023-12-17      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $207.95       | 0.00%             | 2024-12-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4643805.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       751 | PA      | $213.31       | 0.00%             | 2023-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11394790.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22951 | PA      | $12877.36     | 0.00%             | 2027-01-09      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304728.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5250 | PA      | $4862.70      | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159114.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5097905.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5394 | PA      | $2767.03      | 0.00%             | 2023-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991227321.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $64.35        | 0.00%             | 2024-11-30      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993463.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7938 | PA      | $7829.35      | 0.00%             | 2026-11-08      | Fixed         | 16.94%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184184924.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11694 | PA      | $11137.90     | 0.00%             | 2026-12-16      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177274.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $255.59       | 0.00%             | 2023-11-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991051794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $334.85       | 0.00%             | 2024-11-15      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151137.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $48.31        | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182830358.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5380 | PA      | $5363.57      | 0.00%             | 2024-11-05      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6236229.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $522.61       | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991389712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $91.71        | 0.00%             | 2024-12-13      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991457206.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $1034.51      | 0.00%             | 2024-12-20      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1993779.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13095 | PA      | $12994.32     | 0.00%             | 2026-11-08      | Fixed         | 28.20%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183270743.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14075 | PA      | $13831.41     | 0.00%             | 2026-12-11      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12250959.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42151 | PA      | $42749.59     | 0.00%             | 2027-01-25      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       817 | PA      | $94.19        | 0.00%             | 2024-11-10      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612593.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22843 | PA      | $3499.59      | 0.00%             | 2026-08-23      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746664.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3755 | PA      | $3659.51      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6249593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3150 | PA      | $2966.01      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $-5.06        | -0.00%            | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $241.94       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5974212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7800 | PA      | $7471.66      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101762.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $94.26        | 0.00%             | 2023-11-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184149526.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29508 | PA      | $29044.10     | 0.00%             | 2026-12-14      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5112107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $479.71       | 0.00%             | 2023-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148645.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $86.94        | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991313672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $16.99        | 0.00%             | 2024-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $39.61        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305693.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3038 | PA      | $2796.68      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874086.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1357 | PA      | $1168.55      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4966892.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13715 | PA      | $8360.69      | 0.00%             | 2023-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6309652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5497 | PA      | $5136.16      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991219679.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $-5.97        | -0.00%            | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       287 | PA      | $292.64       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $3.10         | 0.00%             | 2024-11-13      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182859815.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10047 | PA      | $9895.03      | 0.00%             | 2024-11-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       384 | PA      | $360.35       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10624388.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4783 | PA      | $4809.76      | 0.00%             | 2024-10-02      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706158.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $3112.81      | 0.00%             | 2026-09-13      | Fixed         | 11.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284086.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $187.56       | 0.00%             | 2023-12-13      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880045.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $1968.59      | 0.00%             | 2026-10-19      | Fixed         | 25.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1436 | PA      | $1393.61      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184350898.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10456 | PA      | $10350.64     | 0.00%             | 2024-12-21      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $1128.27      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885922.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $587.90       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $408.95       | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122921.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $18.51        | 0.00%             | 2024-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $492.68       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31412DNF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34045 | PA      | $33408.56     | 0.00%             | 2037-03-01      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125692.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.90        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706388.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4972 | PA      | $4939.18      | 0.00%             | 2026-09-13      | Fixed         | 21.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058367.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $78.91        | 0.00%             | 2023-11-15      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5700120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9466 | PA      | $9288.07      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5633 | PA      | $5458.70      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182404645.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30080 | PA      | $5515.60      | 0.00%             | 2026-10-19      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5536092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5973 | PA      | $3566.47      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706595.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4502 | PA      | $-43.33       | -0.00%            | 2026-09-13      | Fixed         | 30.73%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173365718.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3617 | PA      | $3576.81      | 0.00%             | 2023-12-30      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991078478.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $87.62        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09709453.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15345 | PA      | $15545.59     | 0.00%             | 2026-08-09      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $111.46       | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6002751.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4772 | PA      | $4665.72      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $133.56       | 0.00%             | 2023-11-27      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146058.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $3.40         | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11776378.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33942 | PA      | $34150.88     | 0.00%             | 2026-12-27      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4125 | PA      | $4018.28      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913568.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3095 | PA      | $2957.24      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5320075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4650 | PA      | $4372.38      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222173.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12367 | PA      | $12244.21     | 0.00%             | 2027-05-10      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $14.18        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628974.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7175 | PA      | $6954.30      | 0.00%             | 2024-09-23      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991358922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $229.90       | 0.00%             | 2024-12-08      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991300935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $99.82        | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4819180.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1064 | PA      | $210.88       | 0.00%             | 2023-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184029176.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8254 | PA      | $780.48       | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183762903.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5283 | PA      | $5198.13      | 0.00%             | 2024-12-02      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221708.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4027 | PA      | $3982.33      | 0.00%             | 2026-12-10      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183555873.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13368 | PA      | $13163.52     | 0.00%             | 2024-12-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998549.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4534 | PA      | $4483.70      | 0.00%             | 2026-11-08      | Fixed         | 10.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150859.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.20        | 0.00%             | 2024-11-27      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215092.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8628 | PA      | $8546.85      | 0.00%             | 2026-12-09      | Fixed         | 21.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991377393.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $62.69        | 0.00%             | 2024-12-02      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5167670.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1037 | PA      | $1007.98      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991066829.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $199.53       | 0.00%             | 2024-11-11      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991051732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $77.66        | 0.00%             | 2023-11-10      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218106.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6047 | PA      | $433.35       | 0.00%             | 2027-10-09      | Fixed         | 26.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069121.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $85.79        | 0.00%             | 2024-11-15      | Fixed         | 19.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877169.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $90.34        | 0.00%             | 2024-10-19      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192420.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1146 | PA      | $1088.79      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5699542.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $435.20       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5047949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2170 | PA      | $2088.94      | 0.00%             | 2023-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183227368.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20486 | PA      | $19594.59     | 0.00%             | 2026-11-22      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658878.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20519 | PA      | $19725.08     | 0.00%             | 2026-11-09      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215779.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $117.09       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1993453.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11423 | PA      | $11301.88     | 0.00%             | 2027-04-08      | Fixed         | 28.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991400459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $267.09       | 0.00%             | 2023-12-20      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144384.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $43.20        | 0.00%             | 2023-11-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $499.41       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172672091.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2106 | PA      | $2062.42      | 0.00%             | 2023-12-07      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932401.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3073 | PA      | $2659.12      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058827.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $70.23        | 0.00%             | 2023-11-13      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $404.01       | 0.00%             | 2024-11-27      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4991000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $606.67       | 0.00%             | 2023-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11187320.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14509 | PA      | $14470.16     | 0.00%             | 2025-01-03      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5044612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $231.96       | 0.00%             | 2023-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219496.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1113 | PA      | $79.20        | 0.00%             | 2026-12-10      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1574 | PA      | $1506.40      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $181.26       | 0.00%             | 2024-11-15      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186467.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $859.60       | 0.00%             | 2024-11-15      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268568.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6679 | PA      | $6268.48      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $401.83       | 0.00%             | 2024-11-20      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5167 | PA      | $4295.08      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4796753.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2754 | PA      | $1018.67      | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7296 | PA      | $6494.02      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08698355.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13354 | PA      | $13599.01     | 0.00%             | 2026-04-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991228935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.25        | 0.00%             | 2023-05-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168609.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $255.08       | 0.00%             | 2023-11-17      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665951.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1625 | PA      | $202.35       | 0.00%             | 2024-11-09      | Fixed         | 14.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878890.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $889.68       | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $252.16       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6003363.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1236 | PA      | $1181.77      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13363 | PA      | $12527.76     | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844155.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4074 | PA      | $3914.18      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672970.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6160 | PA      | $5943.88      | 0.00%             | 2024-12-15      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $79.69        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Massachusetts School Building Authority                                         | Massachusetts School Building Authority, Series 2019 B                             | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6760000 | PA      | $5736051.31   | 0.16%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218886.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7573 | PA      | $347.39       | 0.00%             | 2026-12-10      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4926957.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2332 | PA      | $1862.33      | 0.00%             | 2023-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059046.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6128 | PA      | $5853.07      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991254435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $567.35       | 0.00%             | 2024-12-14      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187032.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $86.28        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1881200.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3402 | PA      | $3385.37      | 0.00%             | 2026-10-19      | Fixed         | 31.14%                | 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        |    148827 | PA      | $145803.69    | 0.00%             | 2034-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991353364.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $1.61         | 0.00%             | 2028-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679473.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16815 | PA      | $16200.41     | 0.00%             | 2026-12-15      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $18.46        | 0.00%             | 2024-10-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5785536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13592 | PA      | $13042.86     | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1527 | PA      | $1479.03      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8800000 | PA      | $6199744.94   | 0.17%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165846.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1479 | PA      | $1396.17      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075029.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8907 | PA      | $8822.55      | 0.00%             | 2026-11-18      | Fixed         | 10.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997129.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4462 | PA      | $4414.49      | 0.00%             | 2024-11-08      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6242859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2961 | PA      | $2511.28      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $0.00         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183328750.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6817 | PA      | $6877.01      | 0.00%             | 2026-11-22      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991250805.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290605.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1908 | PA      | $1752.48      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988482.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6554 | PA      | $6447.60      | 0.00%             | 2026-11-08      | Fixed         | 18.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4666640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13911 | PA      | $4988.68      | 0.00%             | 2023-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169829.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2251 | PA      | $172.12       | 0.00%             | 2024-11-28      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706347.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7543 | PA      | $7496.76      | 0.00%             | 2026-09-13      | Fixed         | 23.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075061.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8024 | PA      | $7985.71      | 0.00%             | 2026-11-18      | Fixed         | 23.07%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627615.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4001 | PA      | $3830.44      | 0.00%             | 2026-09-21      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1202 | PA      | $1201.59      | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $112.05       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183390362.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10358 | PA      | $10143.48     | 0.00%             | 2026-11-26      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991346704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $135.42       | 0.00%             | 2023-12-02      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2067255.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8297 | PA      | $8219.64      | 0.00%             | 2024-11-18      | Fixed         | 7.27%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1086 | PA      | $136.83       | 0.00%             | 2024-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183651950.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18781 | PA      | $18244.39     | 0.00%             | 2026-12-03      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991373551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $223.79       | 0.00%             | 2024-12-08      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.19        | 0.00%             | 2023-07-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062692.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-15      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $38.04        | 0.00%             | 2024-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072339.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2026 | PA      | $2019.40      | 0.00%             | 2026-11-18      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2604 | PA      | $2553.11      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1605017.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9626 | PA      | $4961.60      | 0.00%             | 2025-07-16      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070986.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-15      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860574.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3917 | PA      | $3792.00      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $3.90         | 0.00%             | 2023-11-21      | 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: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12500000 | PA      | $10247184.00  | 0.29%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991281718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $152.86       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991303333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.43         | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705316.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4593 | PA      | $4549.97      | 0.00%             | 2026-09-13      | Fixed         | 12.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123731.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $83.23        | 0.00%             | 2024-11-11      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $459.95       | 0.00%             | 2023-11-22      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991254689.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $676.51       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.43         | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $72.77        | 0.00%             | 2024-11-28      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5111002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       437 | PA      | $153.71       | 0.00%             | 2023-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $1555.79      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069140.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8844 | PA      | $1299.08      | 0.00%             | 2026-11-18      | Fixed         | 20.85%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183627901.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15131 | PA      | $1788.91      | 0.00%             | 2026-12-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6133501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5400 | PA      | $5199.11      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09087784.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6088 | PA      | $6097.19      | 0.00%             | 2026-06-05      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $602.65       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184142932.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15776 | PA      | $15203.97     | 0.00%             | 2024-12-17      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961784.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2218 | PA      | $2139.64      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09787054.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11926 | PA      | $12077.64     | 0.00%             | 2026-08-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6148851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5133 | PA      | $4875.66      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | 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        |   2900000 | PA      | $3017078.74   | 0.09%             | 2032-04-17      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994789.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5778 | PA      | $5715.64      | 0.00%             | 2026-11-08      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09341585.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12997 | PA      | $8823.48      | 0.00%             | 2026-05-26      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5963161.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37227 | PA      | $32678.15     | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613537.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5110 | PA      | $5075.18      | 0.00%             | 2024-08-24      | Fixed         | 10.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $361.02       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5141619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1188 | PA      | $967.74       | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31412BW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88697 | PA      | $91010.73     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       822 | PA      | $781.16       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $171.91       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1113 | PA      | $323.69       | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147400.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.57        | 0.00%             | 2023-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043862.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2184 | PA      | $499.75       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991425011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $196.29       | 0.00%             | 2024-12-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991411685.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       528 | PA      | $530.96       | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4605063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $396.34       | 0.00%             | 2023-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $90.83        | 0.00%             | 2024-12-01      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $114.70       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6184769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9843 | PA      | $9418.81      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $308.20       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.20        | 0.00%             | 2023-11-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991417112.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6232 | PA      | $6189.90      | 0.00%             | 2024-12-13      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08932370.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1521 | PA      | $1527.23      | 0.00%             | 2023-04-29      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145866.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $172.27       | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179397.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $9.28         | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5150361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $778.70       | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $133.29       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991340673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       694 | PA      | $706.12       | 0.00%             | 2024-12-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214286.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19203 | PA      | $5576.99      | 0.00%             | 2026-12-09      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036209.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4684 | PA      | $4668.57      | 0.00%             | 2024-11-12      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5809849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7267 | PA      | $4831.75      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $72.30        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6125833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4360 | PA      | $3908.17      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037457.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $419.87       | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23753978.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.98        | 0.00%             | 2027-11-20      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918570.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $203.42       | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $125.01       | 0.00%             | 2024-11-16      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $125.54       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220245.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22227 | PA      | $22000.26     | 0.00%             | 2026-12-10      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128M7NJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16411 | PA      | $17565.41     | 0.00%             | 2039-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705507.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4441 | PA      | $319.96       | 0.00%             | 2026-09-13      | Fixed         | 21.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991381262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $117.26       | 0.00%             | 2024-12-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174647.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       387 | PA      | $395.66       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113377.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $236.68       | 0.00%             | 2023-11-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       351 | PA      | $326.77       | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564887.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1746 | PA      | $1701.74      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182836852.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18842 | PA      | $18280.17     | 0.00%             | 2026-11-02      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145453.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $232.23       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $63.15        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174181203.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $703.39       | 0.00%             | 2024-01-26      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5292361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1710 | PA      | $865.68       | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174297080.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7052 | PA      | $6777.08      | 0.00%             | 2026-02-05      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134858.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $1884.57      | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1356 | PA      | $1057.03      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $61.47        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074738.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2795 | PA      | $2762.94      | 0.00%             | 2024-11-18      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $288.04       | 0.00%             | 2024-11-26      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $65.05        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104647.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $488.36       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074815.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5245 | PA      | $4981.50      | 0.00%             | 2026-11-18      | Fixed         | 23.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106885.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $58.92        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $117.30       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183559023.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6649 | PA      | $6612.45      | 0.00%             | 2025-01-30      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104178.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1694 | PA      | $1735.56      | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $34.57        | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991053848.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $307.95       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991053274.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $473.37       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183902971.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14171 | PA      | $14049.51     | 0.00%             | 2025-01-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997541.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6446 | PA      | $6360.04      | 0.00%             | 2026-11-08      | Fixed         | 23.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999282.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7899 | PA      | $7836.63      | 0.00%             | 2026-11-08      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8034 | PA      | $7661.46      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $782.17       | 0.00%             | 2024-11-22      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.06        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073169.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17950 | PA      | $17784.44     | 0.00%             | 2026-11-18      | Fixed         | 10.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182980965.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16734 | PA      | $16318.33     | 0.00%             | 2026-11-22      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199481.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $63.94        | 0.00%             | 2024-12-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991406002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $150.23       | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933345.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $464.09       | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138643.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $131.85       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183762991.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19046 | PA      | $18413.62     | 0.00%             | 2026-12-07      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182914089.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3017 | PA      | $2989.17      | 0.00%             | 2024-11-03      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       739 | PA      | $706.83       | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $308.17       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $226.39       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991241831.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.98        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127481.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       718 | PA      | $726.31       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991294116.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $220.24       | 0.00%             | 2024-11-30      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $135.91       | 0.00%             | 2024-11-29      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $340.11       | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216494.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10163 | PA      | $10049.51     | 0.00%             | 2024-12-09      | Fixed         | 18.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3643 | PA      | $3499.01      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245178.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       647 | PA      | $678.54       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31384WKZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2475 | PA      | $2565.22      | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991311584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $72.04        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08999178.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20056 | PA      | $20532.87     | 0.00%             | 2026-04-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4901 | PA      | $4652.10      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219994.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6364 | PA      | $454.91       | 0.00%             | 2026-12-10      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.67        | 0.00%             | 2023-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2960 | PA      | $2760.27      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $76.92        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5740980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10467 | PA      | $10090.73     | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $144.82       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991362195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $194.86       | 0.00%             | 2024-12-18      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3132D6CE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    559941 | PA      | $537542.60    | 0.02%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991362835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.43        | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991282168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $118.85       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604924.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5471 | PA      | $5380.27      | 0.00%             | 2026-08-13      | Fixed         | 28.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184025076.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7799 | PA      | $7728.52      | 0.00%             | 2024-12-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991023261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       572 | PA      | $572.50       | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991336926.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $91.40        | 0.00%             | 2023-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $835.58       | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991366767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $323.05       | 0.00%             | 2024-12-10      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6611 | PA      | $6303.87      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12252003.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12739 | PA      | $12917.90     | 0.00%             | 2027-01-27      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $148.66       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $-8.65        | -0.00%            | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11801033.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26235 | PA      | $26506.51     | 0.00%             | 2027-02-01      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3934 | PA      | $3716.98      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       437 | PA      | $438.96       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6041661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $1572.41      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $3.31         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10624265.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13466 | PA      | $13616.72     | 0.00%             | 2026-11-06      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       320 | PA      | $317.12       | 0.00%             | 2023-11-20      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $266.57       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24665 | PA      | $23891.75     | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991321225.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $362.78       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25461 | PA      | $23726.70     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127249.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $509.83       | 0.00%             | 2023-11-25      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5776489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5689 | PA      | $5537.62      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183152720.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18759 | PA      | $809.99       | 0.00%             | 2026-11-20      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $0.00         | 0.00%             | 2024-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153215.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $184.04       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991311525.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $703.45       | 0.00%             | 2024-12-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169496.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $502.97       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1603917.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3097 | PA      | $221.21       | 0.00%             | 2024-08-24      | Fixed         | 27.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121901.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $119.42       | 0.00%             | 2023-11-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5842 | PA      | $5649.98      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184066327.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11744 | PA      | $11467.73     | 0.00%             | 2026-12-22      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1862 | PA      | $1954.88      | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156770.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $235.10       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09104211.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31556 | PA      | $2871.65      | 0.00%             | 2026-07-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286904.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $96.83        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991424612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $170.99       | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991502273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $59.11        | 0.00%             | 2024-12-19      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624730.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3733 | PA      | $3617.46      | 0.00%             | 2024-09-22      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184082880.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7589 | PA      | $7224.40      | 0.00%             | 2026-12-20      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5317323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $125.17       | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183476845.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12128 | PA      | $11856.66     | 0.00%             | 2026-11-29      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991311986.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $217.51       | 0.00%             | 2024-12-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075060.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4406 | PA      | $4185.21      | 0.00%             | 2026-11-18      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5173053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       544 | PA      | $517.87       | 0.00%             | 2023-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149959.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $323.05       | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921196.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2336 | PA      | $2244.95      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162376.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $110.48       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $0.24         | 0.00%             | 2028-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09791612.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39881 | PA      | $40490.19     | 0.00%             | 2026-08-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199250.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $8.47         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $744.58       | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993244.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4965 | PA      | $4895.84      | 0.00%             | 2026-11-08      | Fixed         | 16.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1637601.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15252 | PA      | $14808.71     | 0.00%             | 2024-09-27      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171881.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $26.92        | 0.00%             | 2023-11-26      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1069 | PA      | $1047.26      | 0.00%             | 2024-11-30      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954862.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12085 | PA      | $11015.70     | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $110.83       | 0.00%             | 2024-11-09      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991334704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $67.69        | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129046.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       323 | PA      | $338.50       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037178.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $107.88       | 0.00%             | 2024-11-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245485.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $184.46       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $213.17       | 0.00%             | 2024-12-11      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879823.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16437 | PA      | $16282.48     | 0.00%             | 2026-10-19      | Fixed         | 11.68%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11283833.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21555 | PA      | $21856.63     | 0.00%             | 2027-01-09      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071251.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       672 | PA      | $668.61       | 0.00%             | 2024-11-18      | Fixed         | 17.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6042763.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4356 | PA      | $3522.46      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616072.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5120 | PA      | $5111.61      | 0.00%             | 2026-08-24      | Fixed         | 24.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991409861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $6.21         | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188131.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $134.74       | 0.00%             | 2023-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5897502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $119.96       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1699 | PA      | $1142.42      | 0.00%             | 2024-11-18      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182923000.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16911 | PA      | $16763.87     | 0.00%             | 2024-11-05      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $148.74       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.78        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5781091.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1732 | PA      | $1683.64      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       987 | PA      | $964.96       | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274490.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $66.36        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991321995.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $109.80       | 0.00%             | 2023-11-27      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995969.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2962 | PA      | $2936.02      | 0.00%             | 2026-11-08      | Fixed         | 24.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1529 | PA      | $1474.75      | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091995.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $102.83       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837990.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2542 | PA      | $2381.50      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $87.34        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183291733.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4935 | PA      | $4907.96      | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6284714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24697 | PA      | $22777.68     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616274.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23744 | PA      | $23116.37     | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1760 | PA      | $302.82       | 0.00%             | 2026-12-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5448354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6920 | PA      | $6346.15      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5547 | PA      | $5256.37      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39000000 | PA      | $29567636.67  | 0.83%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011396.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1112 | PA      | $1077.88      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $205.23       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3262 | PA      | $2043.06      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138376.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $-1.98        | -0.00%            | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $244.83       | 0.00%             | 2024-11-28      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1779 | PA      | $1827.54      | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184200182.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15645 | PA      | $15399.77     | 0.00%             | 2024-12-31      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09057970.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7414 | PA      | $7552.90      | 0.00%             | 2026-05-29      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182469398.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17066 | PA      | $16731.01     | 0.00%             | 2026-11-05      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615802.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2713 | PA      | $2586.12      | 0.00%             | 2026-08-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $9.80         | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5457673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1252 | PA      | $1154.11      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071934.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.69         | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08990964.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16146 | PA      | $16411.88     | 0.00%             | 2026-06-04      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645020.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9390 | PA      | $9051.30      | 0.00%             | 2024-10-08      | Fixed         | 11.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.76        | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706836.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5505 | PA      | $5421.78      | 0.00%             | 2026-09-13      | Fixed         | 21.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $636.31       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117782.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.11        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $177.59       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991406788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.72        | 0.00%             | 2024-12-17      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884155.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18408 | PA      | $14095.19     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4104 | PA      | $3940.53      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10450365.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12789 | PA      | $12932.04     | 0.00%             | 2025-09-03      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5299487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $559.98       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137389.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.69        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207112.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $151.75       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.61        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09788080.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23934 | PA      | $2752.63      | 0.00%             | 2026-08-10      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162342.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $671.64       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1620348.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3129 | PA      | $3098.71      | 0.00%             | 2026-08-25      | Fixed         | 22.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117438.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $67.45        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2618 | PA      | $2535.47      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2154 | PA      | $2100.22      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277439.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $344.99       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11339522.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17752 | PA      | $17678.17     | 0.00%             | 2026-12-21      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $305.01       | 0.00%             | 2024-11-28      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25886 | PA      | $22717.42     | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997339.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3665 | PA      | $3636.83      | 0.00%             | 2024-11-08      | Fixed         | 15.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635147.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6137 | PA      | $5947.66      | 0.00%             | 2024-09-22      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998424.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3450 | PA      | $3423.51      | 0.00%             | 2024-11-08      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043735.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.98         | 0.00%             | 2024-11-12      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107881.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $0.00         | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991432141.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $2.60         | 0.00%             | 2024-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $32.35        | 0.00%             | 2024-11-24      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620151.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13208 | PA      | $13207.00     | 0.00%             | 2026-08-25      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085164.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.41        | 0.00%             | 2024-11-12      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153994.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $851.28       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $375.90       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879160.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5756 | PA      | $5688.81      | 0.00%             | 2026-10-19      | Fixed         | 15.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5391008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $165.77       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183082106.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7665 | PA      | $7521.81      | 0.00%             | 2024-11-19      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5148494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       769 | PA      | $199.84       | 0.00%             | 2023-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1598 | PA      | $1562.28      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254221.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1627 | PA      | $1561.30      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183969487.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10694 | PA      | $10678.83     | 0.00%             | 2024-12-09      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933692.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3751 | PA      | $3517.42      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029720.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3086 | PA      | $2982.32      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126345.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.78        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614110.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3687 | PA      | $3683.72      | 0.00%             | 2026-08-24      | Fixed         | 32.03%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635144.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12367 | PA      | $11825.85     | 0.00%             | 2026-10-01      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169727.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1675 | PA      | $115.38       | 0.00%             | 2024-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998906.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2578 | PA      | $2537.94      | 0.00%             | 2024-11-08      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11237950.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3204 | PA      | $3232.91      | 0.00%             | 2023-11-18      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615725.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4214 | PA      | $4179.07      | 0.00%             | 2026-08-24      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $229.97       | 0.00%             | 2024-11-28      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2582 | PA      | $2519.94      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128MJF96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117371 | PA      | $120859.85    | 0.00%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10203850.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13445 | PA      | $13568.87     | 0.00%             | 2024-08-21      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2864 | PA      | $2774.85      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2771 | PA      | $2627.50      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991235136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $182.61       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995141.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25908 | PA      | $25681.91     | 0.00%             | 2026-11-08      | Fixed         | 22.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6169646.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3455 | PA      | $3259.94      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       510 | PA      | $510.85       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1597 | PA      | $1342.09      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3557 | PA      | $3362.97      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252807.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $414.76       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105555.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $221.92       | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991425034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $904.66       | 0.00%             | 2024-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5886006.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7380 | PA      | $6929.69      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5962846.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5580 | PA      | $5295.01      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $259.02       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3484 | PA      | $2919.50      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991237057.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.16         | 0.00%             | 2023-11-24      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216646.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9172 | PA      | $101.13       | 0.00%             | 2026-12-09      | Fixed         | 24.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $11.71        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108957.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $62.91        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166937.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $2.74         | 0.00%             | 2024-11-28      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11795686.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13333 | PA      | $13502.90     | 0.00%             | 2027-02-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $15.54        | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1701 | PA      | $1051.02      | 0.00%             | 2024-11-12      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991242992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $405.39       | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $295.73       | 0.00%             | 2024-11-22      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5218016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3631 | PA      | $3175.02      | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.14        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1769 | PA      | $1675.70      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4603 | PA      | $4044.12      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1586 | PA      | $1614.51      | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3655 | PA      | $2911.39      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221538.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13601 | PA      | $13412.00     | 0.00%             | 2026-12-10      | Fixed         | 17.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5787182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37873 | PA      | $27613.51     | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991090911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $77.53        | 0.00%             | 2023-11-18      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $143.52       | 0.00%             | 2023-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6053401.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4265 | PA      | $3130.89      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.02        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.78        | 0.00%             | 2024-11-20      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198112.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $253.92       | 0.00%             | 2024-11-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1699725.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1699 | PA      | $1688.84      | 0.00%             | 2026-09-13      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09708878.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4233 | PA      | $4277.59      | 0.00%             | 2024-08-24      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       525 | PA      | $522.93       | 0.00%             | 2024-11-13      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296RH68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2307 | PA      | $2374.69      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6105834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13661 | PA      | $13133.70     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265366.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.40        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2405 | PA      | $2289.62      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201982.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $94.87        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220798.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $9.19         | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991333894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $209.46       | 0.00%             | 2023-12-13      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11307681.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5873 | PA      | $5801.23      | 0.00%             | 2024-11-16      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183770308.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2201 | PA      | $2180.51      | 0.00%             | 2024-12-13      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $-7.88        | -0.00%            | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074554.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18771 | PA      | $18514.10     | 0.00%             | 2026-11-18      | Fixed         | 20.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102814.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $201.96       | 0.00%             | 2024-11-20      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11336668.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6019 | PA      | $6091.89      | 0.00%             | 2024-01-03      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073933.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4882 | PA      | $4813.17      | 0.00%             | 2026-11-18      | Fixed         | 20.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       377 | PA      | $375.95       | 0.00%             | 2024-11-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108792.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $88.64        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152994.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $100.25       | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $-2.72        | -0.00%            | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994341.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10380 | PA      | $10298.92     | 0.00%             | 2026-11-08      | Fixed         | 25.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216899.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2147 | PA      | $1251.93      | 0.00%             | 2024-12-09      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184068437.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16226 | PA      | $15999.97     | 0.00%             | 2026-12-28      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070865.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1412 | PA      | $1404.82      | 0.00%             | 2026-11-18      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074496.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2902 | PA      | $2888.03      | 0.00%             | 2027-04-18      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1685286.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5830 | PA      | $5615.58      | 0.00%             | 2026-12-14      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6216243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3690 | PA      | $3481.81      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991421339.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $146.36       | 0.00%             | 2024-12-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5312135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8289 | PA      | $8065.04      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184106917.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8574 | PA      | $8572.06      | 0.00%             | 2024-12-14      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10763123.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40473 | PA      | $41032.63     | 0.00%             | 2026-11-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4956450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1146 | PA      | $1109.20      | 0.00%             | 2023-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5783251.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $1369.56      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2128 | PA      | $2002.03      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991363577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $56.08        | 0.00%             | 2023-11-30      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074856.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9631 | PA      | $9585.30      | 0.00%             | 2026-11-18      | Fixed         | 21.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $267.80       | 0.00%             | 2024-11-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407YDC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196400 | PA      | $201482.15    | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2301 | PA      | $1325.53      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991314252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $673.32       | 0.00%             | 2024-12-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991237242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $117.30       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878043.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29565 | PA      | $29096.56     | 0.00%             | 2025-03-19      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184460632.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $1219.11      | 0.00%             | 2024-12-27      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619423.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2873 | PA      | $2876.78      | 0.00%             | 2026-08-25      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216706.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852890.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1610 | PA      | $1564.56      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $1033.07      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991593.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40786 | PA      | $40340.49     | 0.00%             | 2026-11-08      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880795.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2454 | PA      | $2440.59      | 0.00%             | 2026-10-19      | Fixed         | 23.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129484.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.25        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2097 | PA      | $912.12       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218428.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1312 | PA      | $1300.18      | 0.00%             | 2026-12-09      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5177446.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $527.69       | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.39        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991354003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $98.53        | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $409.34       | 0.00%             | 2023-11-14      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991282393.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $55.78        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $575.05       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6172710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1400 | PA      | $1331.19      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205108.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $126.11       | 0.00%             | 2023-11-18      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324530.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $391.21       | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $608.81       | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4478 | PA      | $4322.40      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $607.85       | 0.00%             | 2024-11-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5232002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2593 | PA      | $1975.60      | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182860020.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25017 | PA      | $24782.41     | 0.00%             | 2024-12-12      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031381.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $124.28       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903910.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5358 | PA      | $5199.96      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10396556.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6511 | PA      | $6418.90      | 0.00%             | 2024-10-05      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268038.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $408.55       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1702725.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2074 | PA      | $2064.21      | 0.00%             | 2026-09-13      | Fixed         | 22.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225078.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $45.81        | 0.00%             | 2024-11-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17754 | PA      | $16546.02     | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5654029.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2194 | PA      | $2098.66      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182545979.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11753 | PA      | $11644.29     | 0.00%             | 2024-11-01      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117478.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $771.01       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2069880.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5278 | PA      | $5259.53      | 0.00%             | 2026-11-18      | Fixed         | 30.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $49.70        | 0.00%             | 2023-11-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5716243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $609.63       | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31385NVP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2236 | PA      | $2208.90      | 0.00%             | 2025-05-01      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885104.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5114 | PA      | $4935.09      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054139.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5008 | PA      | $4766.25      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2021-VOLT, Class B                            | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9840000 | PA      | $9510756.55   | 0.27%             | 2036-09-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991078366.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $0.00         | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $131.00       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991063208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $298.38       | 0.00%             | 2024-11-11      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10688549.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26711 | PA      | $26802.27     | 0.00%             | 2026-12-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3041 | PA      | $2943.60      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166384.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1329 | PA      | $1353.88      | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7000 | PA      | $5663.77      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878185.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32351 | PA      | $32050.78     | 0.00%             | 2026-10-19      | Fixed         | 13.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222083.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $1262.90      | 0.00%             | 2026-12-10      | Fixed         | 16.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2270 | PA      | $2104.80      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $169.39       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $696.72       | 0.00%             | 2023-11-19      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183967026.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12862 | PA      | $12843.80     | 0.00%             | 2024-12-09      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6105997.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6012 | PA      | $5718.96      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5090884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $594.52       | 0.00%             | 2023-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881360.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4154 | PA      | $-17.75       | -0.00%            | 2025-03-19      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5282925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9815 | PA      | $7689.06      | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215220.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9711 | PA      | $9071.23      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184049185.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12303 | PA      | $12201.50     | 0.00%             | 2024-12-13      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $107.82       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | 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        |   9840000 | PA      | $9717518.57   | 0.27%             | 2034-06-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $751.99       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $283.54       | 0.00%             | 2024-11-28      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220530.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2125 | PA      | $2091.03      | 0.00%             | 2024-12-10      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5448827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11160 | PA      | $9397.90      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51672 | PA      | $49346.98     | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $7233750.00   | 0.20%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6307012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2497 | PA      | $2309.72      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991051891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $520.87       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991346962.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $149.44       | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100439.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.71        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182841357.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16487 | PA      | $15993.49     | 0.00%             | 2026-11-04      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $15.09        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $403.08       | 0.00%             | 2024-11-19      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081650.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $35.81        | 0.00%             | 2023-11-15      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $171.15       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5949133.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $2022.36      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935106.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13697 | PA      | $12447.59     | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09788637.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27639 | PA      | $27990.00     | 0.00%             | 2026-08-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613957.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8870 | PA      | $8771.21      | 0.00%             | 2026-08-24      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182786114.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5547 | PA      | $516.45       | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.66        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618558.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4559 | PA      | $4509.10      | 0.00%             | 2026-08-25      | Fixed         | 20.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069760.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21538 | PA      | $21249.08     | 0.00%             | 2027-04-18      | Fixed         | 20.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879069.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9113 | PA      | $2579.86      | 0.00%             | 2027-03-19      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $209.78       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.74        | 0.00%             | 2023-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150540.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $137.74       | 0.00%             | 2024-11-28      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.32        | 0.00%             | 2023-11-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $128.77       | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5677457.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4172 | PA      | $2143.95      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5280101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5950 | PA      | $5402.53      | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2020 | PA      | $1957.92      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624058.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6346 | PA      | $6134.20      | 0.00%             | 2024-10-04      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36206ANH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        13 | PA      | $12.67        | 0.00%             | 2025-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611337.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16060 | PA      | $15967.62     | 0.00%             | 2027-01-23      | Fixed         | 22.25%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12139687.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27705 | PA      | $27974.71     | 0.00%             | 2025-01-23      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184379124.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16761 | PA      | $16001.71     | 0.00%             | 2024-12-27      | Fixed         | 9.29%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1746 | PA      | $1739.36      | 0.00%             | 2024-11-26      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184186523.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9386 | PA      | $9019.22      | 0.00%             | 2024-12-20      | Fixed         | 9.29%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217757.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2704 | PA      | $2679.51      | 0.00%             | 2026-12-09      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.                | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2849752.50   | 0.08%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074931.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5084 | PA      | $5063.80      | 0.00%             | 2026-11-18      | Fixed         | 21.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215062.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2283 | PA      | $2265.80      | 0.00%             | 2026-12-10      | Fixed         | 27.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991061034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       424 | PA      | $421.14       | 0.00%             | 2024-11-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.33        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235583.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3125 | PA      | $2957.48      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184035087.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6739 | PA      | $6642.10      | 0.00%             | 2024-12-13      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $80.99        | 0.00%             | 2023-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234204.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       582 | PA      | $39.88        | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991353871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $104.61       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2060208.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3820 | PA      | $3788.92      | 0.00%             | 2024-11-18      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877397.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3842 | PA      | $3722.55      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173144.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.70         | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991353959.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $322.12       | 0.00%             | 2024-12-18      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991370712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $139.44       | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       618 | PA      | $615.44       | 0.00%             | 2024-11-26      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220353.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2675 | PA      | $2653.30      | 0.00%             | 2026-12-10      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183199016.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3383 | PA      | $3325.05      | 0.00%             | 2024-11-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991219801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $55.65        | 0.00%             | 2023-11-19      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18173 | PA      | $9940.08      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10580822.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16332 | PA      | $16482.59     | 0.00%             | 2026-10-22      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185541.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $102.67       | 0.00%             | 2024-11-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $160.05       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182310621.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13707 | PA      | $13630.75     | 0.00%             | 2024-10-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991295998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $264.61       | 0.00%             | 2024-12-20      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $970.56       | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999740.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5266 | PA      | $5223.96      | 0.00%             | 2024-11-08      | Fixed         | 14.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.35        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182726206.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3059 | PA      | $3030.04      | 0.00%             | 2024-11-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $1027.10      | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       444 | PA      | $98.32        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9950 | PA      | $8731.83      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308723.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2206 | PA      | $2055.35      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4657541.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       836 | PA      | $171.01       | 0.00%             | 2023-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6415 | PA      | $6132.13      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.18        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991272606.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $172.27       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183304150.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7981 | PA      | $7916.57      | 0.00%             | 2024-12-14      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27482 | PA      | $25512.93     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166977058.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8507 | PA      | $8260.47      | 0.00%             | 2025-02-22      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Colbun SA                                                                       | Colbun SA                                                                          | CUSIP: 192714AD5<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |   4400000 | PA      | $3841771.38   | 0.11%             | 2030-03-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $153.72       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861287.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4063 | PA      | $3923.50      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5795685.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4203 | PA      | $3700.05      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604672.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4295 | PA      | $141.86       | 0.00%             | 2026-08-13      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872466.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37844 | PA      | $36119.38     | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4586446.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5786 | PA      | $1304.48      | 0.00%             | 2023-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191606.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $391.17       | 0.00%             | 2024-11-25      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $0.00         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219210.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4154 | PA      | $4111.24      | 0.00%             | 2027-05-10      | Fixed         | 12.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $188.23       | 0.00%             | 2024-11-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217503.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1671 | PA      | $122.14       | 0.00%             | 2024-12-09      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3808 | PA      | $3602.09      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $955.13       | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4890173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1331 | PA      | $980.92       | 0.00%             | 2023-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $19.81        | 0.00%             | 2023-11-09      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11946510.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7866 | PA      | $7949.39      | 0.00%             | 2025-03-04      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183520272.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18824 | PA      | $18499.43     | 0.00%             | 2026-12-07      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4740 | PA      | $4435.15      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331471.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1057 | PA      | $128.14       | 0.00%             | 2024-11-24      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108654.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $125.29       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $587.13       | 0.00%             | 2024-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991398838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2073 | PA      | $2059.85      | 0.00%             | 2024-12-17      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991041583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2296 | PA      | $185.93       | 0.00%             | 2023-11-12      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183359486.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6677 | PA      | $6605.53      | 0.00%             | 2024-12-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1369 | PA      | $942.00       | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1730 | PA      | $1683.28      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $116.30       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183370137.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20010 | PA      | $19535.36     | 0.00%             | 2026-11-24      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991456024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $7.80         | 0.00%             | 2023-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299072.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $174.02       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183801794.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6990 | PA      | $6917.21      | 0.00%             | 2024-12-08      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10374305.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15758 | PA      | $15954.98     | 0.00%             | 2026-10-05      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31376JNW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16596 | PA      | $16322.30     | 0.00%             | 2036-10-01      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $84.54        | 0.00%             | 2023-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991338916.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       525 | PA      | $518.06       | 0.00%             | 2024-12-09      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935798.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15128 | PA      | $14237.55     | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221698.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7081 | PA      | $7022.50      | 0.00%             | 2026-12-10      | Fixed         | 26.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197057.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $152.19       | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6310381.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2247 | PA      | $2048.96      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617884.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $993.13       | 0.00%             | 2026-08-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991312114.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $438.69       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5809449.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2757 | PA      | $2685.16      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12180444.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9570 | PA      | $1025.67      | 0.00%             | 2027-03-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $131.12       | 0.00%             | 2023-11-15      | Fixed         | 19.30%                | 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        |   6200783 | PA      | $6446142.01   | 0.18%             | 2024-11-25      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.27         | 0.00%             | 2023-12-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996333.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3056 | PA      | $2972.44      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991030343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       552 | PA      | $562.81       | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6045621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2602 | PA      | $2515.29      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $141.04       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.44         | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216203.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6067 | PA      | $6017.59      | 0.00%             | 2026-12-09      | Fixed         | 25.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $298.24       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073148.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1294 | PA      | $1276.27      | 0.00%             | 2026-11-18      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138606.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $64.45        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5169 | PA      | $4849.24      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991300215.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $97.07        | 0.00%             | 2024-12-11      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12017416.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1571 | PA      | $1577.76      | 0.00%             | 2024-01-25      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876648.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9247 | PA      | $8778.24      | 0.00%             | 2026-10-19      | Fixed         | 22.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8490 | PA      | $8063.47      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11294990.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10550 | PA      | $10457.81     | 0.00%             | 2027-01-08      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $161.15       | 0.00%             | 2024-11-11      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $251.24       | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220958.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6723 | PA      | $6668.81      | 0.00%             | 2026-12-10      | Fixed         | 32.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991433855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $229.10       | 0.00%             | 2024-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5781649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $51.16        | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199588.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $-8.04        | -0.00%            | 2024-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09785029.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7585 | PA      | $7638.19      | 0.00%             | 2026-07-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159374.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $134.05       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188088.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.50         | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $132.89       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $76.19        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183108244.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1322.98      | 0.00%             | 2024-11-12      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6610 | PA      | $6401.00      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255875.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $-6.04        | -0.00%            | 2023-12-08      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12139811.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21643 | PA      | $21860.43     | 0.00%             | 2025-03-13      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158478.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $218.01       | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1145 | PA      | $1145.69      | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126056.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $652.79       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991052684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $167.40       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $0.02         | 0.00%             | 2027-11-15      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $130.52       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260311.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $327.05       | 0.00%             | 2024-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $173.18       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167180462.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $174.17       | 0.00%             | 2033-02-24      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705130.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2521 | PA      | $2504.58      | 0.00%             | 2026-09-13      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       666 | PA      | $88.68        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $561.64       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2212786.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1809 | PA      | $1067.51      | 0.00%             | 2027-05-10      | Fixed         | 23.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $149.71       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991283562.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $107.79       | 0.00%             | 2024-12-16      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2148000 | PA      | $2208943.89   | 0.06%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706013.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7437 | PA      | $7334.91      | 0.00%             | 2026-09-13      | Fixed         | 21.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $1413.58      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5648529.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $277.98       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36206B2C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       814 | PA      | $820.08       | 0.00%             | 2025-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1608574.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1210 | PA      | $1182.10      | 0.00%             | 2024-08-21      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3133AUE53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  39812971 | PA      | $34997620.54  | 0.99%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991388506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $71.66        | 0.00%             | 2023-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1617 | PA      | $1660.08      | 0.00%             | 2024-11-29      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612268.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $150.65       | 0.00%             | 2026-08-23      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $517.39       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       673 | PA      | $684.75       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5806556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9316 | PA      | $9017.75      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24385036.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       368 | PA      | $26.00        | 0.00%             | 2027-11-15      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4938479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13084 | PA      | $5621.85      | 0.00%             | 2023-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7296 | PA      | $6185.08      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183576580.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17664 | PA      | $17492.50     | 0.00%             | 2024-12-09      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1992347.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26336 | PA      | $26134.38     | 0.00%             | 2026-11-08      | Fixed         | 29.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991282274.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $174.50       | 0.00%             | 2023-12-08      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11062 | PA      | $10185.79     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183699899.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $41.88        | 0.00%             | 2024-12-22      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1693379.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2967 | PA      | $2945.27      | 0.00%             | 2024-09-13      | Fixed         | 10.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3698 | PA      | $3685.98      | 0.00%             | 2024-11-12      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6245 | PA      | $6006.09      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $61.99        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7761 | PA      | $7069.72      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123920.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $993.06       | 0.00%             | 2024-11-21      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63700000 | PA      | $43739007.49  | 1.23%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23333 | PA      | $22317.29     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991305655.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $72.43        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31390UA97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2457 | PA      | $2546.75      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5339485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       934 | PA      | $915.69       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991283003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $26.70        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $107.12       | 0.00%             | 2024-11-25      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5896941.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19336 | PA      | $18720.64     | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $123.70       | 0.00%             | 2023-11-25      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5941326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9240 | PA      | $8806.77      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130453.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $74.45        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $310.61       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184032290.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17645 | PA      | $16743.03     | 0.00%             | 2026-12-21      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262628.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $64.49        | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1768 | PA      | $1730.32      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215089.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10823 | PA      | $10652.89     | 0.00%             | 2024-12-10      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09331398.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18434 | PA      | $18789.75     | 0.00%             | 2026-07-09      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073728.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4219 | PA      | $4167.50      | 0.00%             | 2026-11-18      | Fixed         | 15.85%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165461334.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2918 | PA      | $2805.55      | 0.00%             | 2025-01-24      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $357.02       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184210891.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6950 | PA      | $6835.45      | 0.00%             | 2026-12-16      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5578293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4171 | PA      | $2002.43      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1615005.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4814 | PA      | $4696.10      | 0.00%             | 2024-08-13      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991288985.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $83.31        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991329588.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1262 | PA      | $1257.04      | 0.00%             | 2024-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $809.69       | 0.00%             | 2024-11-27      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1737 | PA      | $1649.18      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991027543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $-21.30       | -0.00%            | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2424 | PA      | $2294.02      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $179.84       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3267 | PA      | $3063.64      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217765.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       963 | PA      | $954.59       | 0.00%             | 2026-12-09      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080037.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1059 | PA      | $1050.37      | 0.00%             | 2024-11-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151706.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $63.85        | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991090184.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $5.52         | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $87.89        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167079353.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $382.25       | 0.00%             | 2033-02-21      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5355745.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4533 | PA      | $4416.11      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183959795.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8070 | PA      | $377.90       | 0.00%             | 2024-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287671.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4039 | PA      | $3787.90      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116051.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $146.76       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619746.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5306 | PA      | $5306.12      | 0.00%             | 2026-08-25      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074857.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16974 | PA      | $16819.55     | 0.00%             | 2027-09-18      | Fixed         | 16.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09094872.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21813 | PA      | $22119.91     | 0.00%             | 2026-06-01      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997701.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3303 | PA      | $1689.85      | 0.00%             | 2026-11-08      | Fixed         | 10.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $0.00         | 0.00%             | 2027-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184264223.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21202 | PA      | $21053.90     | 0.00%             | 2024-12-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6223659.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14368 | PA      | $13680.61     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24861750.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $10.19        | 0.00%             | 2027-12-02      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09759315.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17984 | PA      | $18239.19     | 0.00%             | 2026-08-11      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114522.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $431.06       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991250166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.12        | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4507 | PA      | $4179.66      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102589.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $49.89        | 0.00%             | 2023-11-22      | Fixed         | 29.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922077.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1140.81      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       720 | PA      | $737.00       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705037.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1666 | PA      | $1644.59      | 0.00%             | 2027-07-13      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015674.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1165 | PA      | $1084.32      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       559 | PA      | $559.57       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       424 | PA      | $434.62       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24806209.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2013 | PA      | $2027.40      | 0.00%             | 2023-08-03      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1701616.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1299 | PA      | $380.67       | 0.00%             | 2024-09-13      | Fixed         | 19.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215471.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.00        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17471 | PA      | $9653.28      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991320548.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $15.79        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154606.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $87.19        | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106035.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $155.23       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705551.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13472 | PA      | $1996.29      | 0.00%             | 2026-09-13      | Fixed         | 24.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09818223.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8041 | PA      | $8135.17      | 0.00%             | 2026-08-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $282.73       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173506829.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1611 | PA      | $1587.33      | 0.00%             | 2024-01-28      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106305.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       718 | PA      | $735.24       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1868 | PA      | $1323.38      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4827165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $253.18       | 0.00%             | 2023-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5897969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2825 | PA      | $2765.76      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016688.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3906 | PA      | $3645.68      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991315551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $202.71       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991095911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $134.50       | 0.00%             | 2023-11-14      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $949.94       | 0.00%             | 2024-11-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105932.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.84        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5088409.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $290.77       | 0.00%             | 2023-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08726744.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27897 | PA      | $28312.42     | 0.00%             | 2026-05-01      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5106 | PA      | $3138.13      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5705331.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1467 | PA      | $1263.61      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991301938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $276.07       | 0.00%             | 2023-12-10      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267255.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $587.16       | 0.00%             | 2023-11-28      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183248270.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6765 | PA      | $6717.71      | 0.00%             | 2024-11-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5679 | PA      | $5472.01      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.30         | 0.00%             | 2028-02-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184211532.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30968 | PA      | $30555.37     | 0.00%             | 2026-12-28      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5990864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3518 | PA      | $3334.18      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183173731.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6807 | PA      | $6769.87      | 0.00%             | 2024-11-28      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147920.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1020 | PA      | $921.64       | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $18.70        | 0.00%             | 2024-11-27      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5535591.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $1023.52      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09717670.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9261 | PA      | $959.42       | 0.00%             | 2024-08-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196206.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.29        | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23258 | PA      | $21824.08     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $283.10       | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999321.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3155 | PA      | $3105.86      | 0.00%             | 2024-11-08      | Fixed         | 26.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099687.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $832.54       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991055316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3170 | PA      | $219.16       | 0.00%             | 2024-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $483.18       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1634841.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9454 | PA      | $9114.96      | 0.00%             | 2026-09-21      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091492.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $8.98         | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214174.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $898.62       | 0.00%             | 2026-12-09      | Fixed         | 23.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3867 | PA      | $3715.91      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183287022.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17072 | PA      | $16841.68     | 0.00%             | 2026-11-24      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317142.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $6.63         | 0.00%             | 2023-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145095.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $82.89        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $172.18       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10365188.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12044 | PA      | $12224.26     | 0.00%             | 2026-10-17      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10512737.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16357 | PA      | $16595.25     | 0.00%             | 2026-10-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218514.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $60.88        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5726825.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1879 | PA      | $1827.90      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4816 | PA      | $4577.95      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8181 | PA      | $1388.86      | 0.00%             | 2023-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1886 | PA      | $1830.03      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3707 | PA      | $3519.61      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10479074.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12147 | PA      | $2731.53      | 0.00%             | 2026-10-22      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218573.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4406 | PA      | $646.52       | 0.00%             | 2026-12-10      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991029759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $154.28       | 0.00%             | 2024-11-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051892.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3383 | PA      | $3221.61      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Massachusetts School Building Authority                                         | Massachusetts School Building Authority, Series 2016 C                             | CUSIP: 576000VF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $155338.77    | 0.00%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.36         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5865662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $351.51       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3636 | PA      | $3509.59      | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $199.13       | 0.00%             | 2024-11-18      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186384.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $19.94        | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652945.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1679 | PA      | $1626.26      | 0.00%             | 2024-11-09      | Fixed         | 17.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991342123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.60         | 0.00%             | 2024-11-29      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $11.19        | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5068422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3792 | PA      | $3102.14      | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133609.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $246.79       | 0.00%             | 2023-11-27      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107234.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.84         | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2925 | PA      | $2773.16      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6141025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2451 | PA      | $2335.04      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291121.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $61.17        | 0.00%             | 2023-11-23      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5613232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $838.55       | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657215.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1489 | PA      | $1444.83      | 0.00%             | 2024-10-29      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182908.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $311.53       | 0.00%             | 2024-11-29      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694425.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35996 | PA      | $36530.59     | 0.00%             | 2027-02-12      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183571826.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15173 | PA      | $408.39       | 0.00%             | 2026-11-29      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182814285.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23242 | PA      | $21945.67     | 0.00%             | 2026-11-02      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574770.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13002 | PA      | $6843.47      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.68        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222326.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14721 | PA      | $14573.81     | 0.00%             | 2026-12-10      | Fixed         | 14.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.99        | 0.00%             | 2024-11-29      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912751.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61255 | PA      | $58584.97     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164424854.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8953 | PA      | $8606.34      | 0.00%             | 2025-01-24      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140769.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2027-12-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130087.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $189.77       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991358233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $500.42       | 0.00%             | 2023-12-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991049934.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       685 | PA      | $47.60        | 0.00%             | 2024-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5050370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33573 | PA      | $21541.24     | 0.00%             | 2023-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $59.49        | 0.00%             | 2023-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5709306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5395 | PA      | $5266.75      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $343.76       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184006108.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8695 | PA      | $8620.52      | 0.00%             | 2024-12-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323937.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $89.91        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337968.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1361 | PA      | $1333.59      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991240446.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $463.85       | 0.00%             | 2023-11-26      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3096 | PA      | $2918.23      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129682.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $406.19       | 0.00%             | 2024-11-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991313399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $237.30       | 0.00%             | 2024-11-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2701 | PA      | $2483.40      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11197492.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4599 | PA      | $4642.74      | 0.00%             | 2023-11-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $150.99       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991378672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $4.63         | 0.00%             | 2024-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5783 | PA      | $5197.45      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121991.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $236.95       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182281352.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8117 | PA      | $8045.08      | 0.00%             | 2024-11-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1679 | PA      | $1626.39      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2370 | PA      | $2323.59      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2377 | PA      | $2370.39      | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564465.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3809 | PA      | $1727.60      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184353845.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6911 | PA      | $6777.33      | 0.00%             | 2024-12-22      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6258668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6102 | PA      | $5715.67      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991368632.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $119.43       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917647.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1887 | PA      | $1829.29      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961376.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8282 | PA      | $7224.68      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd., Class B                                             | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |   2862311 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $63.99        | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08924259.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26598 | PA      | $27153.06     | 0.00%             | 2026-05-29      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991246872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       707 | PA      | $716.15       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182850075.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15785 | PA      | $15633.43     | 0.00%             | 2024-11-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2019-INV2, Class A3                                              | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2121119 | PA      | $2035543.38   | 0.06%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4985573.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8737 | PA      | $3954.65      | 0.00%             | 2023-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $541.88       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1611995.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3737 | PA      | $3714.93      | 0.00%             | 2024-08-23      | Fixed         | 26.04%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1618596.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4323 | PA      | $4175.42      | 0.00%             | 2024-09-16      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613124.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14171 | PA      | $14128.77     | 0.00%             | 2027-01-24      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117471.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $72.26        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107393.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $955.26       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660992.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13866 | PA      | $13302.93     | 0.00%             | 2024-11-05      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997576.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $645.48       | 0.00%             | 2024-11-08      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182864591.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23815 | PA      | $23607.16     | 0.00%             | 2024-11-05      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10689192.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32395 | PA      | $32889.97     | 0.00%             | 2026-11-16      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070593.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17297 | PA      | $17136.87     | 0.00%             | 2027-04-18      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2923 | PA      | $2818.22      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6211129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13991 | PA      | $13272.87     | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183346627.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12074 | PA      | $11792.19     | 0.00%             | 2026-11-29      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214897.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14365 | PA      | $14235.15     | 0.00%             | 2026-12-09      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127190.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $65.52        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073937.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10031 | PA      | $9921.42      | 0.00%             | 2026-11-18      | Fixed         | 18.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616265.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4142 | PA      | $4129.85      | 0.00%             | 2024-08-24      | Fixed         | 25.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991082750.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $274.57       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993869.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5935 | PA      | $5861.60      | 0.00%             | 2026-11-08      | Fixed         | 14.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11297354.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9326 | PA      | $9407.24      | 0.00%             | 2025-01-01      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10092907.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22635 | PA      | $22889.51     | 0.00%             | 2025-10-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217304.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $814.17       | 0.00%             | 2026-12-10      | Fixed         | 18.29%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13616757.45  | 0.38%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991009403.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       690 | PA      | $682.65       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5164349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       507 | PA      | $487.94       | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220653.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5236 | PA      | $5191.71      | 0.00%             | 2026-12-10      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994300.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10492 | PA      | $10399.18     | 0.00%             | 2026-11-08      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, 30 Year                                                                    | CUSIP: 36225AWL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       715 | PA      | $734.37       | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165829.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2308 | PA      | $2334.77      | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991362465.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1528 | PA      | $1528.78      | 0.00%             | 2024-12-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274860.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $347.12       | 0.00%             | 2024-11-28      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069833.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2947 | PA      | $193.95       | 0.00%             | 2026-11-18      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6009388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15409 | PA      | $14326.95     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988413.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $1420.55      | 0.00%             | 2026-11-08      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                         | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4419646.68   | 0.12%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933581.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3548 | PA      | $3383.56      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10402043.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14682 | PA      | $14571.85     | 0.00%             | 2024-10-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238561.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.80        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991344251.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $0.12         | 0.00%             | 2027-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618115.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10234 | PA      | $9748.11      | 0.00%             | 2026-08-24      | Fixed         | 29.51%                | No            |                  3 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                                 | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3600000 | PA      | $2906461.37   | 0.08%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058079.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.37        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216867.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4601 | PA      | $4562.67      | 0.00%             | 2026-12-09      | Fixed         | 31.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5067639.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8253 | PA      | $1406.92      | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5598265.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $507.25       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079094.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $84.72        | 0.00%             | 2023-11-11      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143724.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $439.12       | 0.00%             | 2024-11-20      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182708985.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11946 | PA      | $11512.17     | 0.00%             | 2026-11-01      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2262 | PA      | $2199.16      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170350.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $0.00         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706400.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3398 | PA      | $3379.50      | 0.00%             | 2026-09-13      | Fixed         | 31.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2001 | PA      | $2018.92      | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182769411.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3238 | PA      | $3210.99      | 0.00%             | 2024-11-08      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4907474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2669 | PA      | $2437.94      | 0.00%             | 2023-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5003760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2712 | PA      | $1408.39      | 0.00%             | 2023-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $230.12       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731478.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1323 | PA      | $1295.65      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613979.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       809 | PA      | $789.29       | 0.00%             | 2026-08-24      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5271 | PA      | $5070.39      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $86.61        | 0.00%             | 2023-11-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22330 | PA      | $21285.86     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183566597.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19071 | PA      | $18556.06     | 0.00%             | 2026-12-09      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11742033.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8655 | PA      | $832.82       | 0.00%             | 2027-02-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6302922.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1987 | PA      | $1846.02      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09441854.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15420 | PA      | $15637.88     | 0.00%             | 2026-07-06      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29365 | PA      | $27363.51     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $230.12       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27103 | PA      | $23293.42     | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2067233.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1579 | PA      | $1574.03      | 0.00%             | 2026-11-18      | Fixed         | 29.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158946.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $0.00         | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999369.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1634 | PA      | $1616.07      | 0.00%             | 2026-11-08      | Fixed         | 11.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991016897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1591 | PA      | $438.19       | 0.00%             | 2024-11-08      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5698962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $623.39       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074791.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13262 | PA      | $962.81       | 0.00%             | 2026-11-18      | Fixed         | 11.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.31        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880823.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2379 | PA      | $2354.50      | 0.00%             | 2024-10-19      | Fixed         | 27.61%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09096348.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18659 | PA      | $19034.98     | 0.00%             | 2026-06-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $9.13         | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220794.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4588 | PA      | $4551.24      | 0.00%             | 2026-12-10      | Fixed         | 24.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2504 | PA      | $2425.81      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209298.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.08         | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991329891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       842 | PA      | $8.86         | 0.00%             | 2026-12-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646096.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4973 | PA      | $4767.82      | 0.00%             | 2026-10-28      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995947.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3522 | PA      | $3486.70      | 0.00%             | 2027-04-08      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09356525.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5466 | PA      | $5518.23      | 0.00%             | 2024-06-27      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $342.97       | 0.00%             | 2023-11-21      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613683.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5124 | PA      | $5079.67      | 0.00%             | 2026-08-24      | Fixed         | 16.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1009 | PA      | $1020.40      | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613261.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2790 | PA      | $2785.92      | 0.00%             | 2026-08-24      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991313003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $236.20       | 0.00%             | 2023-12-19      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $86.74        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280363.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1113 | PA      | $1036.42      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111753.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.24         | 0.00%             | 2028-01-22      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09129616.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16353 | PA      | $16737.67     | 0.00%             | 2026-06-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1139 | PA      | $567.73       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103112.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       507 | PA      | $501.50       | 0.00%             | 2024-11-12      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5540165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7426 | PA      | $7254.90      | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880551.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5437 | PA      | $5414.81      | 0.00%             | 2026-10-19      | Fixed         | 23.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.82        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $205.15       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022 | PA      | $924.68       | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240385.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $752.93       | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898762.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1948 | PA      | $1906.67      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219145.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14531 | PA      | $14400.07     | 0.00%             | 2026-12-10      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1607971.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4709 | PA      | $4531.98      | 0.00%             | 2026-08-13      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31418EGH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5338127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $294.44       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172591096.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2471 | PA      | $2393.43      | 0.00%             | 2023-12-15      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4720634.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7932 | PA      | $3603.40      | 0.00%             | 2023-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217273.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1408 | PA      | $1392.89      | 0.00%             | 2024-12-09      | Fixed         | 18.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $122.21       | 0.00%             | 2024-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5584970.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5390 | PA      | $3178.01      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844400.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $814.09       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156943.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $92.05        | 0.00%             | 2023-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991362022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $7.94         | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123644.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3652 | PA      | $3372.72      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5728722.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1820 | PA      | $1784.58      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $0.95         | 0.00%             | 2028-02-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225580.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.35        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919133.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1470 | PA      | $831.81       | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10228488.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11636 | PA      | $11632.65     | 0.00%             | 2024-08-20      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778865.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5119 | PA      | $3800.50      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2218 | PA      | $2217.72      | 0.00%             | 2023-11-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216927.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1226 | PA      | $1215.35      | 0.00%             | 2026-12-09      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618433.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8627 | PA      | $8580.03      | 0.00%             | 2024-08-25      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183572600.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27892 | PA      | $2602.70      | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232884.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $180.41       | 0.00%             | 2024-11-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3200 | PA      | $2740.34      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5677890.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2267 | PA      | $2199.55      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3743 | PA      | $3261.96      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       466 | PA      | $484.34       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167054.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $16.17        | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8166 | PA      | $7846.86      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $1388.98      | 0.00%             | 2024-11-11      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659238.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6092 | PA      | $5856.32      | 0.00%             | 2026-11-09      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2150 | PA      | $2089.70      | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303595.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37643 | PA      | $34771.76     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153131.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.65        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5129089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5922 | PA      | $2837.82      | 0.00%             | 2023-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6206222.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27745 | PA      | $25715.25     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183350780.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5179 | PA      | $5056.63      | 0.00%             | 2026-11-19      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616941.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2211 | PA      | $2190.28      | 0.00%             | 2024-08-24      | Fixed         | 6.69%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6004502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21518 | PA      | $20463.18     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182447710.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15903 | PA      | $15422.65     | 0.00%             | 2026-10-20      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5051339.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1788 | PA      | $667.34       | 0.00%             | 2023-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6239258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1342.67      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5870252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12453 | PA      | $12091.73     | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991240407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $658.23       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120901.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $217.46       | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880437.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6649 | PA      | $6598.08      | 0.00%             | 2024-10-19      | Fixed         | 23.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991050845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $250.64       | 0.00%             | 2024-11-11      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995066.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4780 | PA      | $4740.56      | 0.00%             | 2026-11-08      | Fixed         | 29.83%                | No            |                  3 | On Loan: No      |
| San Antonio Water System                                                        | San Antonio Water System, Series 2010 B                                            | CUSIP: 79642BLL5<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |    250000 | PA      | $277931.65    | 0.01%             | 2040-05-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232709.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $435.54       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183901831.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20821 | PA      | $20625.50     | 0.00%             | 2024-12-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154639.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $429.75       | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $25.93        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3463 | PA      | $3300.59      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $126.59       | 0.00%             | 2024-11-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989064.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2155 | PA      | $2133.88      | 0.00%             | 2026-11-08      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8567 | PA      | $8189.10      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991065873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $97.79        | 0.00%             | 2024-11-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4810447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2379 | PA      | $826.58       | 0.00%             | 2023-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991422733.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.87         | 0.00%             | 2024-12-10      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1611997.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3754 | PA      | $3732.73      | 0.00%             | 2024-08-23      | Fixed         | 26.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6190942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2866 | PA      | $2693.44      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991378826.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $16.31        | 0.00%             | 2024-12-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $14.15        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5673792.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6226 | PA      | $5628.62      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $454.49       | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23433 | PA      | $21499.27     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1657 | PA      | $1253.20      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878125.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1882 | PA      | $1872.43      | 0.00%             | 2026-10-19      | Fixed         | 25.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798862.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11241 | PA      | $11372.52     | 0.00%             | 2027-02-09      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36208NZC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2759 | PA      | $2762.99      | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3760 | PA      | $3534.19      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.99        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153658.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $-2.08        | -0.00%            | 2023-11-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.10         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991358801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       699 | PA      | $726.07       | 0.00%             | 2024-12-02      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182875454.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5733 | PA      | $5684.68      | 0.00%             | 2024-11-12      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221609.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7777 | PA      | $-60.93       | -0.00%            | 2027-05-10      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $210.66       | 0.00%             | 2024-11-08      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611991.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2170 | PA      | $2163.85      | 0.00%             | 2026-08-23      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5558723.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11002 | PA      | $10108.16     | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862704.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2904 | PA      | $2827.34      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991344916.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.68        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217957.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3257 | PA      | $926.62       | 0.00%             | 2024-12-09      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.97        | 0.00%             | 2023-11-29      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991283925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       492 | PA      | $496.56       | 0.00%             | 2024-11-19      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5074780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $501.23       | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6433 | PA      | $6538.42      | 0.00%             | 2024-12-08      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       945 | PA      | $892.84       | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.99         | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161179.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $1151.73      | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155680.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $92.67        | 0.00%             | 2024-11-30      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220935.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8977 | PA      | $8903.76      | 0.00%             | 2026-12-10      | Fixed         | 8.04%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280072.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $239.47       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       653 | PA      | $442.55       | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880308.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $1117.16      | 0.00%             | 2026-10-19      | Fixed         | 29.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $77.42        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6182088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24490 | PA      | $23396.78     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5546306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2885 | PA      | $2810.06      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218657.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3549 | PA      | $3509.88      | 0.00%             | 2024-12-10      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $486.65       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $93.98        | 0.00%             | 2024-11-30      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991237119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1192 | PA      | $1216.37      | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1024 | PA      | $1052.87      | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09012739.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8855 | PA      | $8999.02      | 0.00%             | 2025-06-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410857.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3054 | PA      | $3026.57      | 0.00%             | 2024-07-09      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881269.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1583 | PA      | $1573.06      | 0.00%             | 2024-10-19      | Fixed         | 13.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $71.59        | 0.00%             | 2024-11-17      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218279.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4272 | PA      | $4200.88      | 0.00%             | 2026-12-10      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877218.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8648 | PA      | $8606.15      | 0.00%             | 2026-10-19      | Fixed         | 28.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5726854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10727 | PA      | $10178.29     | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255263.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $147.41       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11237793.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9279 | PA      | $9347.19      | 0.00%             | 2026-12-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4928279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       991 | PA      | $410.96       | 0.00%             | 2023-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1647332.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1377 | PA      | $1353.05      | 0.00%             | 2024-10-29      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08990977.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6639 | PA      | $6699.61      | 0.00%             | 2024-04-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11307937.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18187 | PA      | $18385.32     | 0.00%             | 2026-11-08      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679092.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8336 | PA      | $8030.26      | 0.00%             | 2026-12-15      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5089799.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       719 | PA      | $683.26       | 0.00%             | 2023-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219362.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3158 | PA      | $3123.57      | 0.00%             | 2024-12-10      | Fixed         | 18.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $112.88       | 0.00%             | 2023-11-27      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024000.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       468 | PA      | $462.12       | 0.00%             | 2023-11-10      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $593.19       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181774.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $122.88       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       351 | PA      | $355.30       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31411BGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17301 | PA      | $17940.33     | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $116.46       | 0.00%             | 2024-11-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $892.67       | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184073466.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4803 | PA      | $-74.96       | -0.00%            | 2024-12-13      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5279031.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $1174.50      | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407YAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256202 | PA      | $265568.50    | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195453.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.48        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991301137.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $12.94        | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183464008.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18061 | PA      | $17771.72     | 0.00%             | 2024-11-23      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | Port Authority of New York & New Jersey, Series 192                                | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5101429.00   | 0.14%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $81.85        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5043 | PA      | $4538.28      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304298.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $582.50       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9839 | PA      | $9450.07      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11287 | PA      | $10746.35     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856464.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6997 | PA      | $6775.22      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183866613.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8772 | PA      | $8445.50      | 0.00%             | 2026-12-07      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184125481.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6457 | PA      | $284.61       | 0.00%             | 2024-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137401.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $1063.01      | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705897.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14517 | PA      | $14375.39     | 0.00%             | 2024-09-13      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4905084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $1557.65      | 0.00%             | 2023-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123639.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $73.65        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180474.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $30.68        | 0.00%             | 2024-11-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108947.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $-3.37        | -0.00%            | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6306736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8918 | PA      | $8311.73      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $119.92       | 0.00%             | 2023-11-20      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183799482.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7020 | PA      | $6952.59      | 0.00%             | 2024-12-06      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-21      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074442.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2915 | PA      | $2881.02      | 0.00%             | 2025-04-18      | Fixed         | 9.61%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940261.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7831 | PA      | $7507.94      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5109124.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $319.53       | 0.00%             | 2023-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876515.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2858 | PA      | $2714.41      | 0.00%             | 2026-10-19      | Fixed         | 31.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $56.25        | 0.00%             | 2023-12-01      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $8.09         | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1496 | PA      | $1529.46      | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.61        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188689.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $-0.02        | -0.00%            | 2028-01-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173403754.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9591 | PA      | $9324.98      | 0.00%             | 2025-12-30      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       746 | PA      | $744.06       | 0.00%             | 2024-11-29      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $194.11       | 0.00%             | 2023-11-27      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5002851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2134 | PA      | $982.52       | 0.00%             | 2023-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5967056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3168 | PA      | $2913.37      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       577 | PA      | $76.36        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217859.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $70.78        | 0.00%             | 2023-11-27      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31378RVH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       677 | PA      | $672.74       | 0.00%             | 2024-12-01      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148558.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $217.72       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183147548.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9470 | PA      | $9402.96      | 0.00%             | 2024-11-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       736 | PA      | $747.15       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $318.26       | 0.00%             | 2024-11-26      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615616.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4127 | PA      | $4078.82      | 0.00%             | 2026-08-24      | Fixed         | 23.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5092572.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4043 | PA      | $738.38       | 0.00%             | 2023-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08970788.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7572 | PA      | $7699.21      | 0.00%             | 2025-08-16      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4351 | PA      | $4195.68      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2508 | PA      | $1532.55      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4891000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $200.28       | 0.00%             | 2023-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134541.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1746 | PA      | $1737.95      | 0.00%             | 2024-11-26      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218671.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4220 | PA      | $4160.78      | 0.00%             | 2026-12-10      | Fixed         | 15.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10400798.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18361 | PA      | $18603.61     | 0.00%             | 2026-09-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5629103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $546.78       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $122.02       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $218.55       | 0.00%             | 2024-11-17      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1768 | PA      | $1698.20      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5099508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5335 | PA      | $4457.55      | 0.00%             | 2023-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877982.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4322 | PA      | $4101.37      | 0.00%             | 2026-10-19      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182953244.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6715 | PA      | $6655.06      | 0.00%             | 2024-11-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6239670.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7097 | PA      | $6721.87      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1634463.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1168.52      | 0.00%             | 2024-09-21      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036425.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3863 | PA      | $3656.46      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163512.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       314 | PA      | $318.14       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       459 | PA      | $457.46       | 0.00%             | 2024-11-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125699.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $6.63         | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991287696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $112.15       | 0.00%             | 2023-11-23      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128L3WM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61935 | PA      | $63110.32     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184037034.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $675.21       | 0.00%             | 2024-12-10      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6362038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7204 | PA      | $6679.13      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5265868.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9631 | PA      | $8028.02      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991074487.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $580.77       | 0.00%             | 2024-11-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4901767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8198 | PA      | $2813.81      | 0.00%             | 2023-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $174.00       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $336.07       | 0.00%             | 2024-11-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4925900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20289 | PA      | $16249.50     | 0.00%             | 2023-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11381570.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6890 | PA      | $6981.41      | 0.00%             | 2027-01-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10156534.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18780 | PA      | $19074.03     | 0.00%             | 2025-09-30      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $454.24       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $1651.76      | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183170401.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10239 | PA      | $10118.59     | 0.00%             | 2026-11-30      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6268041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9010 | PA      | $8369.59      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KeyBank NA                                                                      | KeyBank NA                                                                         | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6131605.26   | 0.17%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $514.99       | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $71.33        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991093484.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $20.29        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611980.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3264 | PA      | $3258.09      | 0.00%             | 2026-08-23      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $14995195.27  | 0.42%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1488 | PA      | $1547.72      | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $59.69        | 0.00%             | 2023-11-12      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10979 | PA      | $10300.06     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827288.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14652 | PA      | $13125.18     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2752 | PA      | $518.50       | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182927640.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3874 | PA      | $3835.15      | 0.00%             | 2024-11-04      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $466.87       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216720.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8184 | PA      | $8253.31      | 0.00%             | 2024-11-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035093.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3593 | PA      | $3455.64      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $104.29       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991300187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $534.63       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $380.10       | 0.00%             | 2024-11-13      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706453.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $805.65       | 0.00%             | 2026-09-13      | Fixed         | 30.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13361 | PA      | $12673.56     | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1556 | PA      | $1590.14      | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990668.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6227 | PA      | $6157.61      | 0.00%             | 2027-04-08      | Fixed         | 22.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.81        | 0.00%             | 2023-09-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059316.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4188 | PA      | $3985.57      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3234 | PA      | $3148.43      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289400.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15538 | PA      | $14533.74     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286205.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5128 | PA      | $1055.13      | 0.00%             | 2024-12-16      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $186.82       | 0.00%             | 2024-11-28      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720995.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       692 | PA      | $561.80       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7852 | PA      | $6223.34      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075012.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5450 | PA      | $5369.34      | 0.00%             | 2025-04-18      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183287259.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9168 | PA      | $8898.76      | 0.00%             | 2026-11-16      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09291173.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21583 | PA      | $21893.77     | 0.00%             | 2026-08-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208035.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.23        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225627.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $211.58       | 0.00%             | 2024-11-19      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092153.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $128.09       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216941.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2639 | PA      | $356.67       | 0.00%             | 2026-12-09      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.28         | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.39        | 0.00%             | 2023-12-01      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991406664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.68        | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991029732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2839 | PA      | $2961.71      | 0.00%             | 2024-11-11      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09360053.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8934 | PA      | $9097.85      | 0.00%             | 2026-07-20      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218855.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5403 | PA      | $5365.89      | 0.00%             | 2026-12-10      | Fixed         | 7.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072385.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5799 | PA      | $5734.76      | 0.00%             | 2026-11-18      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991082732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5776 | PA      | $5718.42      | 0.00%             | 2024-11-19      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144416.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $7.20         | 0.00%             | 2023-11-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5758966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1264 | PA      | $1027.63      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184073751.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17154 | PA      | $16489.85     | 0.00%             | 2026-12-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6055 | PA      | $5636.57      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $339.59       | 0.00%             | 2024-11-11      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202129.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $19.56        | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $74.17        | 0.00%             | 2024-11-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119667.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.11        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588077.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $2105.07      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $97.19        | 0.00%             | 2023-11-27      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990115.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4007 | PA      | $3973.51      | 0.00%             | 2026-11-08      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                          | New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1                    | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19400000 | PA      | $16925206.02  | 0.48%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220421.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $0.00         | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073808.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $653.85       | 0.00%             | 2026-11-18      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.77        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885044.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4836 | PA      | $4686.14      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991052662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $-0.01        | -0.00%            | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $-40.22       | -0.00%            | 2024-11-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4804 | PA      | $3921.50      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08924428.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6159 | PA      | $6205.17      | 0.00%             | 2024-04-25      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234997.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $1.11         | 0.00%             | 2027-11-18      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220633.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11994 | PA      | $7067.27      | 0.00%             | 2027-05-10      | Fixed         | 20.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4890883.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $600.59       | 0.00%             | 2023-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991433616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $65.14        | 0.00%             | 2023-12-19      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260193.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $43.97        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $308.93       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $207.96       | 0.00%             | 2023-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6041755.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3137 | PA      | $3034.88      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765574.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9621 | PA      | $8321.59      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173277936.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27678 | PA      | $26902.88     | 0.00%             | 2025-12-31      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $100.07       | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119993.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $222.16       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185131.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.54        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $7.10         | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6187253.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3931 | PA      | $3741.30      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117538.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $414.03       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1058 | PA      | $1032.75      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613481.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12124 | PA      | $11694.81     | 0.00%             | 2026-08-11      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840337.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2715 | PA      | $2321.00      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184262437.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13909 | PA      | $13083.35     | 0.00%             | 2026-12-21      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089676.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1584 | PA      | $1580.03      | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991418698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $79.16        | 0.00%             | 2024-12-19      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.16        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211212.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $226.50       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19808 | PA      | $18572.07     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612304.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5042 | PA      | $5033.46      | 0.00%             | 2026-08-23      | Fixed         | 28.02%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170898869.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9887 | PA      | $9533.82      | 0.00%             | 2025-10-18      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991282314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.35         | 0.00%             | 2023-11-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $1012.91      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $412.08       | 0.00%             | 2023-11-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991297522.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $56.84        | 0.00%             | 2023-12-19      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6331912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11201 | PA      | $10431.20     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880712.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3573 | PA      | $115.97       | 0.00%             | 2026-10-19      | Fixed         | 21.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5149279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $352.92       | 0.00%             | 2023-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058196.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $181.47       | 0.00%             | 2023-11-15      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11395025.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14621 | PA      | $14685.96     | 0.00%             | 2027-01-09      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991378439.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $167.28       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5445957.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2937 | PA      | $2876.75      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788553.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       766 | PA      | $744.16       | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991254301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $4.08         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $172.55       | 0.00%             | 2023-11-29      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706658.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6004 | PA      | $5971.07      | 0.00%             | 2026-09-13      | Fixed         | 26.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997760.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5491 | PA      | $5418.82      | 0.00%             | 2024-11-08      | Fixed         | 22.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11793984.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7144 | PA      | $7084.69      | 0.00%             | 2024-12-20      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $75.28        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064824.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.40        | 0.00%             | 2024-01-15      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180111.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $148.42       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.21        | 0.00%             | 2028-02-22      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956134.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25069 | PA      | $23846.83     | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880015.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10573 | PA      | $10483.38     | 0.00%             | 2024-10-19      | Fixed         | 10.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991296137.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $193.56       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146701.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-21      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184146721.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12701 | PA      | $12175.33     | 0.00%             | 2026-12-15      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113372.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $367.58       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214394.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $722.56       | 0.00%             | 2025-05-09      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151923.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $432.14       | 0.00%             | 2024-11-27      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221679.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $2792.06      | 0.00%             | 2026-12-10      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114689.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $98.70        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4931407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $273.07       | 0.00%             | 2023-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5027200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $293.94       | 0.00%             | 2023-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991332205.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $211.11       | 0.00%             | 2024-12-19      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5274 | PA      | $5079.38      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4182 | PA      | $4076.02      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072786.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11976 | PA      | $11910.02     | 0.00%             | 2026-11-18      | Fixed         | 22.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705725.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       978 | PA      | $966.83       | 0.00%             | 2024-09-13      | Fixed         | 26.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09232139.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24738 | PA      | $25129.66     | 0.00%             | 2026-05-07      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $154.03       | 0.00%             | 2024-11-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4321 | PA      | $2373.49      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991066592.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $103.92       | 0.00%             | 2023-11-14      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996355.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10533 | PA      | $10422.24     | 0.00%             | 2026-11-08      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649219.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3592 | PA      | $-14.04       | -0.00%            | 2025-10-03      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092908.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $1412.63      | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597307.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3379 | PA      | $3286.76      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991396086.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $132.17       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202580.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $0.27         | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5593696.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17755 | PA      | $12334.55     | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $4.86         | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158131.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $691.99       | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1083 | PA      | $1099.93      | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991345338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $127.14       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2256 | PA      | $2193.09      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $501.49       | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995099.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3329 | PA      | $232.53       | 0.00%             | 2026-11-08      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279499.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $314.01       | 0.00%             | 2024-12-16      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $99.34        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1338 | PA      | $882.55       | 0.00%             | 2024-11-11      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6236014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5961 | PA      | $5613.77      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $3197.11      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $1.25         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $5.73         | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665696.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13487 | PA      | $12914.21     | 0.00%             | 2026-11-09      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4820289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       388 | PA      | $165.45       | 0.00%             | 2023-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104066.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $352.03       | 0.00%             | 2024-11-21      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3282 | PA      | $3127.38      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09780110.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37449 | PA      | $38034.16     | 0.00%             | 2026-08-17      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165920964.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1930 | PA      | $1907.34      | 0.00%             | 2033-01-31      | Fixed         | 7.02%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $80.74        | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                   | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5796800.02   | 0.16%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $428.62       | 0.00%             | 2024-11-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $3.92         | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5583691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3240 | PA      | $2800.29      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4829334.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $185.97       | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184033235.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21232 | PA      | $20777.56     | 0.00%             | 2026-12-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167149200.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.41        | 0.00%             | 2033-02-21      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1032 | PA      | $1052.90      | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09046319.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4114 | PA      | $4133.18      | 0.00%             | 2024-02-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260561.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $47.60        | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236091.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $82.86        | 0.00%             | 2024-11-18      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6284315.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9394 | PA      | $8756.43      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074432.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2348 | PA      | $2225.62      | 0.00%             | 2027-04-18      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654330.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3255 | PA      | $3134.10      | 0.00%             | 2024-11-05      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.65        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.65        | 0.00%             | 2024-11-11      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617795.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19542 | PA      | $19382.48     | 0.00%             | 2026-08-24      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618172.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6897 | PA      | $6900.98      | 0.00%             | 2026-08-25      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08980618.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38695 | PA      | $39535.08     | 0.00%             | 2026-05-17      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $84.25        | 0.00%             | 2024-11-28      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616581.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2377 | PA      | $2356.56      | 0.00%             | 2026-08-24      | Fixed         | 16.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8825 | PA      | $8456.16      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125236.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $402.40       | 0.00%             | 2024-11-11      | Fixed         | 22.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $55.67        | 0.00%             | 2023-11-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876700.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2732 | PA      | $2718.40      | 0.00%             | 2026-10-19      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182424479.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17051 | PA      | $17109.33     | 0.00%             | 2026-10-19      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995820.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7572 | PA      | $7490.72      | 0.00%             | 2026-11-08      | Fixed         | 14.08%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183795795.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5102 | PA      | $4960.72      | 0.00%             | 2026-12-08      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10776963.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17839 | PA      | $18052.75     | 0.00%             | 2026-10-09      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215830.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       957 | PA      | $948.10       | 0.00%             | 2026-12-09      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876765.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1999 | PA      | $1975.61      | 0.00%             | 2026-10-19      | Fixed         | 18.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991024.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $961.06       | 0.00%             | 2026-11-08      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117532.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $250.16       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1684 | PA      | $1576.43      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $377.54       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132867.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $0.40         | 0.00%             | 2027-12-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5482619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1312 | PA      | $986.05       | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308824.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.03        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183695174.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16436 | PA      | $16091.03     | 0.00%             | 2026-12-06      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2071651.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5412 | PA      | $5351.30      | 0.00%             | 2026-11-18      | Fixed         | 17.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6106080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $722.10       | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706603.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1811 | PA      | $259.60       | 0.00%             | 2025-02-13      | Fixed         | 17.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $61.11        | 0.00%             | 2023-11-20      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183835670.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27185 | PA      | $4931.45      | 0.00%             | 2026-12-24      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6238625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7927 | PA      | $7530.10      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220221.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6067 | PA      | $6013.23      | 0.00%             | 2026-12-10      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $67.98        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154172.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.79        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612529.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2026 | PA      | $1925.85      | 0.00%             | 2024-08-23      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614673.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $935.99       | 0.00%             | 2026-08-24      | Fixed         | 31.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1410803.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5499 | PA      | $5421.44      | 0.00%             | 2027-05-09      | Fixed         | 28.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790345.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1880 | PA      | $1509.84      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5271481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $734.12       | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162968.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $227.52       | 0.00%             | 2024-12-01      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6204921.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3690 | PA      | $3497.94      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $217.96       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.69        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6239513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3970 | PA      | $3779.31      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188594.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1476 | PA      | $1478.15      | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1881461.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5121 | PA      | $5095.10      | 0.00%             | 2026-10-19      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.65        | 0.00%             | 2023-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       961 | PA      | $932.35       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.23         | 0.00%             | 2028-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $92.77        | 0.00%             | 2023-11-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183304070.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30190 | PA      | $29272.18     | 0.00%             | 2026-11-30      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991307686.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $205.27       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618611.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2498 | PA      | $2503.79      | 0.00%             | 2024-08-25      | Fixed         | 19.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991278216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $28.49        | 0.00%             | 2023-12-17      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615921.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15316 | PA      | $15320.05     | 0.00%             | 2026-08-25      | Fixed         | 28.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $142.73       | 0.00%             | 2023-11-26      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $331.06       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1844 | PA      | $1782.63      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991093834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $288.25       | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612016.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1710.69      | 0.00%             | 2024-08-23      | Fixed         | 8.95%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124071.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.51         | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09766832.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6389 | PA      | $6467.34      | 0.00%             | 2026-08-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09731339.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2582 | PA      | $2596.31      | 0.00%             | 2023-06-25      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184230527.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25407 | PA      | $24765.42     | 0.00%             | 2026-12-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $165.14       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3311 | PA      | $3131.74      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261500.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $87.66        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6354872.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87423 | PA      | $81889.91     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613477.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3240 | PA      | $3208.97      | 0.00%             | 2026-08-24      | Fixed         | 20.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879610.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5950 | PA      | $5920.48      | 0.00%             | 2026-10-19      | Fixed         | 23.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $68.24        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266466.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $669.02       | 0.00%             | 2024-11-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991053215.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $157.06       | 0.00%             | 2024-11-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5653404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17997 | PA      | $17521.57     | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5628125.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4124 | PA      | $4044.84      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6146781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7292 | PA      | $6697.63      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $0.00         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146628.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $117.00       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073202.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12491 | PA      | $12354.62     | 0.00%             | 2026-11-18      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31384VVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2094 | PA      | $2248.99      | 0.00%             | 2030-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220922.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5858 | PA      | $5798.65      | 0.00%             | 2026-12-10      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991022040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $18.83        | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182650.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $46.70        | 0.00%             | 2023-11-21      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635285.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13770 | PA      | $13356.18     | 0.00%             | 2024-09-22      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6058667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5998 | PA      | $5615.78      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140790.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $591.15       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | 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        |   1695542 | PA      | $1717407.56   | 0.05%             | 2024-05-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $24.06        | 0.00%             | 2023-12-19      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16513 | PA      | $16013.09     | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6131404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5706 | PA      | $4737.68      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5035879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       757 | PA      | $484.85       | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5802042.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49428 | PA      | $29449.67     | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108274.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $295.05       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991356609.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $10.85        | 0.00%             | 2024-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146586.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $37.92        | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $174.27       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245431.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4383 | PA      | $3561.14      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $0.16         | 0.00%             | 2027-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275695.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $31.32        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219369.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8500 | PA      | $8417.39      | 0.00%             | 2026-12-10      | Fixed         | 17.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11339 | PA      | $10441.56     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $25.05        | 0.00%             | 2023-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $92.85        | 0.00%             | 2024-12-13      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706840.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30529 | PA      | $30336.69     | 0.00%             | 2026-09-13      | Fixed         | 26.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.93         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25083869.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $28.08        | 0.00%             | 2027-12-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4901412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $261.23       | 0.00%             | 2023-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070225.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.48        | 0.00%             | 2024-11-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183499399.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10173 | PA      | $9896.05      | 0.00%             | 2026-12-03      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110258.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $30.60        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220687.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $2586.24      | 0.00%             | 2026-12-10      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991029731.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1797 | PA      | $1832.62      | 0.00%             | 2024-11-11      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991340524.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $190.26       | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8534 | PA      | $8237.40      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6025052.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4564 | PA      | $4332.06      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086005.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $49.96        | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183403661.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12577 | PA      | $12260.24     | 0.00%             | 2026-11-19      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $1.19         | 0.00%             | 2027-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $31.02        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $302.99       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       420 | PA      | $447.04       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1874 | PA      | $1440.14      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114478.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $375.53       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6241967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42297 | PA      | $40259.61     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990534.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6868 | PA      | $6759.02      | 0.00%             | 2024-11-08      | Fixed         | 22.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5452488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       772 | PA      | $743.84       | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618701.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2588 | PA      | $755.50       | 0.00%             | 2027-01-25      | Fixed         | 22.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153004.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $26.50        | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3612 | PA      | $3425.33      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939540.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7854 | PA      | $7555.90      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878083.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10999 | PA      | $9113.84      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.71         | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10497677.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9402 | PA      | $9544.28      | 0.00%             | 2025-10-20      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11382734.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8312 | PA      | $8139.13      | 0.00%             | 2025-01-04      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12673 | PA      | $12240.72     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158505.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.34        | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11306682.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17411 | PA      | $17531.99     | 0.00%             | 2027-01-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08980050.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17184 | PA      | $17450.26     | 0.00%             | 2025-06-04      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09302675.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8258 | PA      | $8357.63      | 0.00%             | 2025-05-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12420 | PA      | $9941.13      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889113.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2303 | PA      | $2233.72      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470260 South Africa Ltd.                                                   | K2016470260 South Africa Ltd.                                                      | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |   1098025 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $0.00         | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880021.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4563 | PA      | $4527.45      | 0.00%             | 2024-10-19      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5951890.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7244 | PA      | $6865.73      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184454192.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5891 | PA      | $5857.22      | 0.00%             | 2024-12-27      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5983820.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2327 | PA      | $1830.44      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337455.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2895 | PA      | $2560.19      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6227140.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13106 | PA      | $12406.82     | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5965771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $471.26       | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115508.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $75.77        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5217058.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2281 | PA      | $2128.13      | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880586.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6409 | PA      | $1732.39      | 0.00%             | 2026-10-19      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10198914.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33017 | PA      | $33516.73     | 0.00%             | 2026-10-01      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.84         | 0.00%             | 2028-02-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217604.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3189 | PA      | $115.06       | 0.00%             | 2026-12-09      | Fixed         | 22.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221997.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       482 | PA      | $481.84       | 0.00%             | 2024-11-27      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2155 | PA      | $145.30       | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09106073.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7256 | PA      | $4234.09      | 0.00%             | 2025-06-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $747.10       | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183768005.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29303 | PA      | $28244.70     | 0.00%             | 2026-12-02      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219337.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5043 | PA      | $4992.80      | 0.00%             | 2026-12-10      | Fixed         | 14.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613240.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $943.33       | 0.00%             | 2024-08-23      | Fixed         | 28.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991246596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $237.56       | 0.00%             | 2024-11-29      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992552.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14781 | PA      | $14538.92     | 0.00%             | 2026-11-08      | Fixed         | 20.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265175.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $485.38       | 0.00%             | 2024-12-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3373 | PA      | $3098.68      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $343.87       | 0.00%             | 2024-11-18      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $108.37       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155708.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $458.39       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672716.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2936 | PA      | $1968.70      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991056261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $162.59       | 0.00%             | 2023-11-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6195261.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42748 | PA      | $40874.79     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877424.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2962 | PA      | $2802.92      | 0.00%             | 2024-10-19      | Fixed         | 20.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       315 | PA      | $322.33       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1251 | PA      | $728.22       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14323 | PA      | $13157.56     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1323 | PA      | $1346.11      | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1881583.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3362 | PA      | $3326.54      | 0.00%             | 2024-10-19      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2911 | PA      | $2787.36      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | Burlington Northern Santa Fe LLC                                                   | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1610437.79   | 0.05%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2376 | PA      | $2310.58      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140086.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       373 | PA      | $380.04       | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183611528.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25583 | PA      | $25080.99     | 0.00%             | 2026-12-10      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       899 | PA      | $835.42       | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $18.20        | 0.00%             | 2024-11-11      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5128139.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1521 | PA      | $909.90       | 0.00%             | 2023-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216383.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5888 | PA      | $5794.02      | 0.00%             | 2026-12-09      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274553.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $153.45       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704906.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6328 | PA      | $6297.20      | 0.00%             | 2026-09-13      | Fixed         | 26.62%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183882045.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10386 | PA      | $10192.54     | 0.00%             | 2024-12-07      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290104.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $4.80         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2020 | PA      | $1959.84      | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $61.62        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991231048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.89         | 0.00%             | 2024-11-13      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183126500.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14299 | PA      | $682.68       | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071487.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6208 | PA      | $6149.72      | 0.00%             | 2026-11-18      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991257232.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $327.73       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5612491.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1323 | PA      | $1280.23      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163006.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       333 | PA      | $328.66       | 0.00%             | 2024-11-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  18300000 | PA      | $-2139458.96  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1923 | PA      | $1873.81      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117158.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $108.55       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $1254.86      | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991073274.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $239.40       | 0.00%             | 2023-11-13      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831209.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3906 | PA      | $3785.48      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221415.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5008 | PA      | $4953.49      | 0.00%             | 2027-10-10      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $20.55        | 0.00%             | 2024-10-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $588.06       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $124.97       | 0.00%             | 2024-11-24      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130950.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.45        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $455.09       | 0.00%             | 2023-11-14      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3355 | PA      | $3241.68      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174354729.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14262 | PA      | $13746.72     | 0.00%             | 2026-02-04      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $137.95       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194464.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.62        | 0.00%             | 2023-11-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $91.37        | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5836892.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32210 | PA      | $27214.58     | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186114.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12981 | PA      | $12454.49     | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                  | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1590465.26   | 0.04%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $281.39       | 0.00%             | 2024-11-29      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $29.37        | 0.00%             | 2024-11-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4815623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $240.28       | 0.00%             | 2023-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09726579.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2437 | PA      | $2453.26      | 0.00%             | 2023-08-21      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991427865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $103.09       | 0.00%             | 2023-12-15      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09274045.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20129 | PA      | $20339.58     | 0.00%             | 2026-07-02      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321567.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1920 | PA      | $1769.73      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991061786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $-0.30        | -0.00%            | 2027-11-09      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $273.74       | 0.00%             | 2023-12-08      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5216243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3012 | PA      | $1957.70      | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12130498.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18446 | PA      | $18699.43     | 0.00%             | 2027-03-10      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877272.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1699 | PA      | $1681.66      | 0.00%             | 2024-10-19      | Fixed         | 27.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991377012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1446 | PA      | $1493.31      | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5716182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $655.56       | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308890.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.22        | 0.00%             | 2023-11-23      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5376799.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4768 | PA      | $2715.28      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220451.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29822 | PA      | $2136.26      | 0.00%             | 2026-12-10      | Fixed         | 27.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991324331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $386.17       | 0.00%             | 2024-12-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184421299.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6358 | PA      | $6208.63      | 0.00%             | 2026-12-23      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1664829.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7311 | PA      | $7020.14      | 0.00%             | 2024-11-08      | Fixed         | 12.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222025.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8746 | PA      | $8669.31      | 0.00%             | 2026-12-10      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239647.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $125.70       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.13        | 0.00%             | 2023-11-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109762.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $14.17        | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1709 | PA      | $1709.96      | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182413362.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1578 | PA      | $1570.51      | 0.00%             | 2024-10-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5340 | PA      | $3679.63      | 0.00%             | 2023-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182655109.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13889 | PA      | $13513.31     | 0.00%             | 2026-11-03      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991387743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $154.31       | 0.00%             | 2023-12-15      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.04        | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072147.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11257 | PA      | $10586.41     | 0.00%             | 2026-11-18      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $35.04        | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $396.21       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6564 | PA      | $6150.61      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992732.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3901 | PA      | $3870.60      | 0.00%             | 2026-11-08      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $134.48       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08961356.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5364 | PA      | $5433.05      | 0.00%             | 2024-05-29      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705055.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1616 | PA      | $1606.16      | 0.00%             | 2026-09-13      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31292HAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7441 | PA      | $7701.26      | 0.00%             | 2030-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $585.51       | 0.00%             | 2026-11-11      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12262753.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18018 | PA      | $18167.36     | 0.00%             | 2026-03-14      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183398584.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3116 | PA      | $579.58       | 0.00%             | 2024-12-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236065.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $71.62        | 0.00%             | 2023-11-15      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08902866.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19620 | PA      | $20001.70     | 0.00%             | 2026-05-23      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $-1.25        | -0.00%            | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774437.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4915 | PA      | $4792.11      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       771 | PA      | $184.37       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-07979930.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12009 | PA      | $12109.57     | 0.00%             | 2024-04-15      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1961 | PA      | $808.12       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088521.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $245.36       | 0.00%             | 2024-11-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183273399.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4870 | PA      | $4840.54      | 0.00%             | 2024-11-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183641094.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8744 | PA      | $8510.85      | 0.00%             | 2026-12-14      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129275.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $664.09       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4674 | PA      | $4532.03      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991405335.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.21        | 0.00%             | 2023-12-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853345.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42178 | PA      | $37218.66     | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19866 | PA      | $19274.80     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184235593.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1725 | PA      | $1711.95      | 0.00%             | 2024-12-17      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183919301.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11167 | PA      | $11005.33     | 0.00%             | 2026-12-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212484.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $16.14        | 0.00%             | 2024-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183169104.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17694 | PA      | $17421.10     | 0.00%             | 2024-12-07      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183265092.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5109 | PA      | $5074.66      | 0.00%             | 2024-11-16      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10760769.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10290 | PA      | $1853.85      | 0.00%             | 2026-10-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4008 | PA      | $-188.88      | -0.00%            | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3428 | PA      | $3257.43      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10692380.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23196 | PA      | $23341.79     | 0.00%             | 2025-11-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5294272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2674 | PA      | $1602.91      | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672346.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13780 | PA      | $13217.47     | 0.00%             | 2024-12-14      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5290041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18708 | PA      | $17251.33     | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4465 | PA      | $4187.63      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6106744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11739 | PA      | $11069.85     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7678 | PA      | $7352.25      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119315.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $-5.39        | -0.00%            | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5864883.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1503 | PA      | $1201.66      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3455 | PA      | $2741.04      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216231.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3123 | PA      | $3097.52      | 0.00%             | 2026-12-10      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5071123.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2023 | PA      | $1750.14      | 0.00%             | 2023-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4785691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2172 | PA      | $931.82       | 0.00%             | 2023-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6004315.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6716 | PA      | $6526.92      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991908.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6084 | PA      | $442.76       | 0.00%             | 2025-09-08      | Fixed         | 22.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878532.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4445 | PA      | $4333.18      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5176342.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2130 | PA      | $2007.67      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219468.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4050 | PA      | $297.27       | 0.00%             | 2024-12-10      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5338166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2291 | PA      | $1012.04      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5789379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12982 | PA      | $11089.44     | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745267.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1231 | PA      | $1199.99      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $126.11       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991469109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $757.92       | 0.00%             | 2026-12-15      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131569.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $319.34       | 0.00%             | 2024-11-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991340573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1470 | PA      | $1527.44      | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183758691.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5227 | PA      | $5135.71      | 0.00%             | 2026-12-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141961.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1141 | PA      | $1164.65      | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991330539.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $172.26       | 0.00%             | 2024-11-27      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $21.71        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $257.53       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10486503.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2648 | PA      | $2666.57      | 0.00%             | 2023-10-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2024 | PA      | $1985.01      | 0.00%             | 2024-11-27      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6224008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17240 | PA      | $15723.61     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132511.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       538 | PA      | $73.53        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5785232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1290 | PA      | $1258.03      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $23.01        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651427.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1943 | PA      | $1871.50      | 0.00%             | 2024-11-05      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $150.08       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069517.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6532 | PA      | $6484.46      | 0.00%             | 2024-11-18      | Fixed         | 12.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614111.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9871 | PA      | $9855.49      | 0.00%             | 2026-08-24      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214850.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1840 | PA      | $1808.31      | 0.00%             | 2024-12-09      | Fixed         | 21.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1737 | PA      | $1643.01      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1653277.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19864 | PA      | $18864.89     | 0.00%             | 2026-11-13      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221097.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2064 | PA      | $2029.71      | 0.00%             | 2026-12-10      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5613257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5520 | PA      | $5155.99      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991030570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $109.32       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255887.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $145.23       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $75.25        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991436725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $12.16        | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $95.93        | 0.00%             | 2023-11-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $728.41       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2059197.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8741 | PA      | $8710.58      | 0.00%             | 2026-11-18      | Fixed         | 28.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5493687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1674 | PA      | $1040.80      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.11        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991235816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.58        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11237906.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17920 | PA      | $18123.39     | 0.00%             | 2027-01-02      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991093210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $147.30       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6009 | PA      | $5699.59      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991408506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2594 | PA      | $2561.73      | 0.00%             | 2024-12-09      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.27        | 0.00%             | 2023-11-13      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183609082.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2814 | PA      | $2782.82      | 0.00%             | 2024-12-03      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991257871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $156.85       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261895.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $124.01       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153795.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $99.05        | 0.00%             | 2024-11-29      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353478.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6996 | PA      | $6456.44      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991324541.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $221.16       | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614295.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $146.41       | 0.00%             | 2025-01-24      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613877.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11692 | PA      | $11596.20     | 0.00%             | 2026-08-24      | Fixed         | 13.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606394.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5082 | PA      | $4953.01      | 0.00%             | 2024-09-15      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6877 | PA      | $5477.84      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706931.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1004 | PA      | $997.59       | 0.00%             | 2026-09-13      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5786417.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $442.20       | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $211.39       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $235.30       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5262859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6228 | PA      | $4269.94      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991050028.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $265.06       | 0.00%             | 2024-11-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       757 | PA      | $741.71       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10514404.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20063 | PA      | $20258.92     | 0.00%             | 2026-10-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6007511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17740 | PA      | $16311.65     | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $302.73       | 0.00%             | 2024-11-14      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11387591.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7910 | PA      | $8017.11      | 0.00%             | 2026-11-25      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877253.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $1030.32      | 0.00%             | 2026-10-19      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2552 | PA      | $2451.75      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $67.53        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991313299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $400.93       | 0.00%             | 2024-11-25      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997965.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6229 | PA      | $6171.09      | 0.00%             | 2026-11-08      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991340317.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.90        | 0.00%             | 2023-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183602959.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4574 | PA      | $4524.43      | 0.00%             | 2024-11-30      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10673814.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4275 | PA      | $4213.11      | 0.00%             | 2026-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1088 | PA      | $1043.91      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6133695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39800 | PA      | $31586.01     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032710.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $128.85       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24677388.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8203 | PA      | $8573.67      | 0.00%             | 2024-12-06      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24196 | PA      | $22851.73     | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12263510.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5135 | PA      | $5186.32      | 0.00%             | 2024-01-20      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991082096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $60.52        | 0.00%             | 2024-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155239.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $92.93        | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991022143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $259.14       | 0.00%             | 2023-11-10      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333515.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9807 | PA      | $9827.25      | 0.00%             | 2024-11-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107142.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $307.32       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5533555.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2182 | PA      | $2105.44      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.20         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221047.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4155 | PA      | $605.68       | 0.00%             | 2026-12-10      | Fixed         | 23.77%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31385JPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14157 | PA      | $15021.66     | 0.00%             | 2032-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184569.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $136.59       | 0.00%             | 2024-11-23      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114764.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       426 | PA      | $54.83        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612389.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5225 | PA      | $5165.86      | 0.00%             | 2026-08-23      | Fixed         | 21.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5073321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $24.49        | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5613359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $470.04       | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991447662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $820.79       | 0.00%             | 2024-12-12      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2086 | PA      | $1848.94      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08924296.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20743 | PA      | $20976.64     | 0.00%             | 2026-05-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167377.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $219.53       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.02        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09096295.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13878 | PA      | $14096.42     | 0.00%             | 2026-06-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075027.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5181 | PA      | $5162.11      | 0.00%             | 2026-11-18      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218939.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3571 | PA      | $3541.40      | 0.00%             | 2026-12-10      | Fixed         | 31.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.47        | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       452 | PA      | $449.91       | 0.00%             | 2024-11-23      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953693.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4349 | PA      | $4026.02      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $511.70       | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $120.75       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09765452.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11856 | PA      | $12050.49     | 0.00%             | 2025-08-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184179555.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19886 | PA      | $19556.58     | 0.00%             | 2026-12-17      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $0.00         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222460.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2857 | PA      | $2831.70      | 0.00%             | 2026-12-10      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4885669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1161 | PA      | $354.15       | 0.00%             | 2023-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2163677.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26449 | PA      | $26180.72     | 0.00%             | 2026-12-09      | Fixed         | 11.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215879.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3024 | PA      | $2977.39      | 0.00%             | 2024-12-09      | Fixed         | 21.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991253.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1870 | PA      | $1836.42      | 0.00%             | 2026-11-08      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059092.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       507 | PA      | $507.67       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $39.02        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5971264.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $370.92       | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830987.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $1228.89      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5711035.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2877 | PA      | $2785.96      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616948.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5917 | PA      | $5906.78      | 0.00%             | 2026-08-24      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4632078.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21052 | PA      | $3296.56      | 0.00%             | 2023-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08882597.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29149 | PA      | $29686.39     | 0.00%             | 2026-05-22      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Harvest Operations Corp.                                                        | Harvest Operations Corp.                                                           | CUSIP: 41754WAS0<br>LEI: B1EEF6ML54YDWRC6ZK53 | Long             | DBT              | CORP              | CA        |   3800000 | PA      | $3789350.61   | 0.11%             | 2023-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275141.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $161.61       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182688806.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5205 | PA      | $0.00         | 0.00%             | 2024-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $292.23       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10482600.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9552 | PA      | $9726.79      | 0.00%             | 2026-10-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100219.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $6.68         | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6017123.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1569 | PA      | $1502.39      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       739 | PA      | $729.18       | 0.00%             | 2024-11-25      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074618.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3309 | PA      | $3290.02      | 0.00%             | 2028-11-18      | Fixed         | 27.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844731.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8068 | PA      | $7863.30      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $1602.10      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226505.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $32.91        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069559.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14453 | PA      | $14266.39     | 0.00%             | 2026-11-18      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10734778.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14672 | PA      | $7390.96      | 0.00%             | 2026-10-07      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $147.56       | 0.00%             | 2023-12-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $497.38       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4619034.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $122.15       | 0.00%             | 2023-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268787.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $889.46       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2422 | PA      | $1114.08      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA                                                                        | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   5400000 | PA      | $4932129.58   | 0.14%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184107590.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6103 | PA      | $5914.55      | 0.00%             | 2026-12-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10066897.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6746 | PA      | $6794.31      | 0.00%             | 2023-10-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5976781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4932 | PA      | $4585.99      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $265.59       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $274.82       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184286578.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19121 | PA      | $18459.09     | 0.00%             | 2027-01-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706793.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11029 | PA      | $10924.55     | 0.00%             | 2026-09-13      | Fixed         | 12.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       767 | PA      | $768.81       | 0.00%             | 2023-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5979050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $567.74       | 0.00%             | 2024-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217491.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2789 | PA      | $94.47        | 0.00%             | 2026-12-09      | Fixed         | 17.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221071.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6573 | PA      | $6501.41      | 0.00%             | 2026-12-10      | Fixed         | 14.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10444335.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28103 | PA      | $28455.01     | 0.00%             | 2025-09-11      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171546.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       592 | PA      | $618.38       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991053667.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1329 | PA      | $1321.14      | 0.00%             | 2024-11-13      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Time Warner Cable LLC                                                           | Time Warner Cable LLC                                                              | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5835147.74   | 0.16%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1532 | PA      | $1428.93      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2301 | PA      | $1760.43      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $353.51       | 0.00%             | 2024-11-24      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143037.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705686.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3637 | PA      | $3602.38      | 0.00%             | 2027-02-13      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031522.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.88         | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991449076.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $314.05       | 0.00%             | 2023-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080796.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $409.72       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $100.06       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $298.31       | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879198.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10926 | PA      | $10778.18     | 0.00%             | 2026-10-19      | Fixed         | 19.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $51.15        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $86.18        | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $92.08        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.30        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991312106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $294.92       | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $108.66       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075201.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2380 | PA      | $2368.98      | 0.00%             | 2024-11-18      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188463.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $91.69        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $50.75        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991448905.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       528 | PA      | $524.68       | 0.00%             | 2023-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $312.82       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1866 | PA      | $0.00         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243295.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5996 | PA      | $5618.66      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11731938.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13681 | PA      | $1430.96      | 0.00%             | 2026-02-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991228703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $16.30        | 0.00%             | 2024-11-14      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18946 | PA      | $17466.17     | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $542.78       | 0.00%             | 2023-12-06      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5406807.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $104.77       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232951.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       287 | PA      | $234.33       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274621.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $41.72        | 0.00%             | 2024-12-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073860.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2499 | PA      | $2468.78      | 0.00%             | 2026-11-18      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       548 | PA      | $533.73       | 0.00%             | 2024-11-21      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $1025.40      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $21.86        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6299931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2062 | PA      | $1904.63      | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       289 | PA      | $288.39       | 0.00%             | 2024-12-01      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172939.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $24.24        | 0.00%             | 2023-12-01      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145225.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $351.32       | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5962057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8020 | PA      | $7706.61      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5694081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2287 | PA      | $1910.93      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $351.22       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991358361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $156.98       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993049.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16390 | PA      | $16222.39     | 0.00%             | 2026-11-08      | Fixed         | 14.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996228.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11183 | PA      | $11084.79     | 0.00%             | 2026-11-08      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5288273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4110 | PA      | $3880.70      | 0.00%             | 2023-11-12      | 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        |       642 | NC      | $458203.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085994.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $372.88       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1689 | PA      | $1343.55      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10678947.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18297 | PA      | $18418.00     | 0.00%             | 2023-10-02      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1881398.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2899 | PA      | $2864.75      | 0.00%             | 2026-10-19      | Fixed         | 18.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217873.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4665 | PA      | $4586.49      | 0.00%             | 2026-12-09      | Fixed         | 20.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991018978.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       612 | PA      | $606.69       | 0.00%             | 2023-11-09      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | 30 Day Federal Funds                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1800 | NC      | $561928.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3532 | PA      | $2411.67      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649888.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19532 | PA      | $18750.57     | 0.00%             | 2026-11-03      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991237106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       431 | PA      | $437.99       | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $169.16       | 0.00%             | 2023-11-09      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $214.56       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5098444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6684 | PA      | $4881.89      | 0.00%             | 2023-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $133.67       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2068660.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4328 | PA      | $4311.70      | 0.00%             | 2026-11-18      | Fixed         | 25.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5582638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1994 | PA      | $593.26       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150162.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $59.31        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       944 | PA      | $923.87       | 0.00%             | 2024-11-22      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       693 | PA      | $710.60       | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11791965.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26803 | PA      | $27026.66     | 0.00%             | 2026-12-29      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5528673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $276.83       | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617167.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1130 | PA      | $1121.91      | 0.00%             | 2024-08-24      | Fixed         | 9.97%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5531927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40237 | PA      | $33923.50     | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184370090.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2096 | PA      | $2082.03      | 0.00%             | 2024-12-21      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880325.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $1302.59      | 0.00%             | 2026-10-19      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5630317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $2378.75      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151094.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $272.02       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217875.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6996 | PA      | $6941.08      | 0.00%             | 2026-12-09      | Fixed         | 26.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268203.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $322.83       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.68        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142389.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $875.56       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636347.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21332 | PA      | $4608.54      | 0.00%             | 2026-10-17      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183502968.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4849 | PA      | $4797.26      | 0.00%             | 2024-12-05      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $120.97       | 0.00%             | 2024-12-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5236 | PA      | $4917.48      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $61.76        | 0.00%             | 2023-11-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2154 | PA      | $2058.90      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11791702.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25764 | PA      | $26150.75     | 0.00%             | 2027-02-05      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182334335.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18108 | PA      | $1701.73      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6025124.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2243 | PA      | $2158.67      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991324423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $8.65         | 0.00%             | 2023-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8320 | PA      | $8033.85      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991321245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.05         | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994627.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4897 | PA      | $4857.70      | 0.00%             | 2026-11-08      | Fixed         | 11.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1549 | PA      | $1560.29      | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $120.58       | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.12        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC                                                            | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1523985.85   | 0.04%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5540934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6750 | PA      | $6232.43      | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954414.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4887 | PA      | $4672.82      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150239.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.58        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10459518.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15050 | PA      | $15168.12     | 0.00%             | 2024-10-29      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098805.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $69.59        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $366.08       | 0.00%             | 2024-11-19      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057013.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5864 | PA      | $5680.67      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991307782.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.12        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618007.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $470.75       | 0.00%             | 2024-08-24      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10776817.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29521 | PA      | $30015.68     | 0.00%             | 2025-11-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1535 | PA      | $1473.64      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09109896.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12051 | PA      | $2406.62      | 0.00%             | 2026-06-01      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990199.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12970 | PA      | $12868.84     | 0.00%             | 2026-11-08      | Fixed         | 27.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       420 | PA      | $33.41        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799309.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3544 | PA      | $3580.20      | 0.00%             | 2023-12-26      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $145.09       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6963 | PA      | $6778.25      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183999420.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33381 | PA      | $32230.73     | 0.00%             | 2026-12-09      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2415 | PA      | $2243.14      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09367838.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4030 | PA      | $4056.58      | 0.00%             | 2024-05-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $170.36       | 0.00%             | 2023-11-12      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $156.22       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $11.15        | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11496149.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6245 | PA      | $6290.82      | 0.00%             | 2027-02-11      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161962.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $55.91        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991326633.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       757 | PA      | $719.55       | 0.00%             | 2026-12-19      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1620759.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3323 | PA      | $3322.44      | 0.00%             | 2026-08-25      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219737.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2015 | PA      | $1997.11      | 0.00%             | 2026-12-10      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $302.65       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827265.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $610.35       | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214628.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $110.52       | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $307.59       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991282646.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5803835.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       720 | PA      | $693.29       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5122298.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1786 | PA      | $868.44       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202722.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $827.30       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705867.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3610 | PA      | $3559.65      | 0.00%             | 2025-02-13      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $131.54       | 0.00%             | 2023-12-08      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $155.10       | 0.00%             | 2024-11-18      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4310 | PA      | $4146.96      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215668.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7464 | PA      | $7393.28      | 0.00%             | 2024-12-09      | Fixed         | 11.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2338 | PA      | $2243.56      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       886 | PA      | $850.49       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880587.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3309 | PA      | $3270.51      | 0.00%             | 2026-10-19      | Fixed         | 18.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $147.67       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991301880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $177.68       | 0.00%             | 2023-12-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $222.44       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305454.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $1080.18      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107255.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $19.41        | 0.00%             | 2023-11-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182810881.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5253 | PA      | $5171.54      | 0.00%             | 2026-11-02      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1920 | PA      | $1957.72      | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306783.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.16        | 0.00%             | 2023-11-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215266.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6810 | PA      | $6714.20      | 0.00%             | 2026-12-09      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5376723.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3439 | PA      | $2559.14      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09291214.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23389 | PA      | $23758.35     | 0.00%             | 2026-07-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2817 | PA      | $2679.44      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $345.50       | 0.00%             | 2024-11-23      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991320410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.13        | 0.00%             | 2023-11-24      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165225.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $152.38       | 0.00%             | 2024-11-26      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6292245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1556 | PA      | $1429.08      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149857.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $206.38       | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991295513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.43        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222345.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6368 | PA      | $6304.14      | 0.00%             | 2027-05-10      | Fixed         | 30.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12353 | PA      | $11985.42     | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183630072.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11166 | PA      | $1055.81      | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264140.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $779.15       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991219638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $97.62        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10212295.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2893 | PA      | $2914.13      | 0.00%             | 2023-10-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $81.54        | 0.00%             | 2024-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995784.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14883 | PA      | $146.78       | 0.00%             | 2027-04-08      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $479.10       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614076.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7830 | PA      | $7771.96      | 0.00%             | 2026-08-24      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6002908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1389 | PA      | $1331.13      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5839780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       956 | PA      | $837.28       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5365125.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5482 | PA      | $5372.35      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18574 | PA      | $14948.01     | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 157826557.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11167 | PA      | $10269.27     | 0.00%             | 2024-11-03      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $0.00         | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5990985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7362 | PA      | $7121.79      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612867.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1493 | PA      | $1489.81      | 0.00%             | 2026-08-23      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214734.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9347 | PA      | $9196.17      | 0.00%             | 2026-12-09      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5280316.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9354 | PA      | $8099.29      | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715524.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1945 | PA      | $1549.02      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166619009.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13533 | PA      | $13183.56     | 0.00%             | 2025-02-24      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.32        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5897580.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6216 | PA      | $5993.38      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150475.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $164.27       | 0.00%             | 2023-11-29      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991297297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $232.78       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088293.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $0.46         | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11772465.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33486 | PA      | $33893.19     | 0.00%             | 2025-12-27      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991022916.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $261.14       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5749537.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10735 | PA      | $10108.09     | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220128.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4418 | PA      | $4380.75      | 0.00%             | 2026-12-10      | Fixed         | 28.06%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11393205.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8874 | PA      | $5237.17      | 0.00%             | 2027-01-08      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2043746.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4038 | PA      | $4020.61      | 0.00%             | 2024-11-18      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $499.56       | 0.00%             | 2024-11-25      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5284084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $1288.91      | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083796.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $17.74        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991437993.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3531 | PA      | $3503.97      | 0.00%             | 2024-12-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178036.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3670 | PA      | $3625.73      | 0.00%             | 2024-11-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1028 | PA      | $1046.97      | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121686.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $559.15       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4340 | PA      | $4048.17      | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166135.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $9.74         | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6972 | PA      | $6554.15      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074069.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8350 | PA      | $8251.34      | 0.00%             | 2026-11-18      | Fixed         | 16.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $15.20        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077647.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $166.08       | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991414126.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $390.25       | 0.00%             | 2023-12-19      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10583684.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16586 | PA      | $16630.55     | 0.00%             | 2026-11-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070972.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $168.02       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665906.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6526 | PA      | $6273.84      | 0.00%             | 2026-11-09      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $274.56       | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011495.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6131 | PA      | $5837.60      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5764142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       437 | PA      | $298.24       | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11383917.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10487 | PA      | $10594.83     | 0.00%             | 2024-12-26      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182655.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.31        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183540917.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $1661.83      | 0.00%             | 2024-11-24      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991094159.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $258.20       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873948.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8542 | PA      | $8499.00      | 0.00%             | 2026-10-19      | Fixed         | 25.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $88.32        | 0.00%             | 2023-11-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $492.53       | 0.00%             | 2023-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24350035.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7493 | PA      | $7929.47      | 0.00%             | 2024-12-10      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885443.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       943 | PA      | $503.03       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160305.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19973 | PA      | $18945.89     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4728 | PA      | $4569.38      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5170006.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $975.39       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $294.29       | 0.00%             | 2023-11-12      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $275.89       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168708.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $97.59        | 0.00%             | 2024-11-29      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072694.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2796 | PA      | $2757.01      | 0.00%             | 2026-11-18      | Fixed         | 20.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130518.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.39        | 0.00%             | 2023-11-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-29      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.14        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4979073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       896 | PA      | $863.98       | 0.00%             | 2023-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890716.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4277 | PA      | $3464.93      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2071761.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7034 | PA      | $1078.08      | 0.00%             | 2026-11-18      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1339 | PA      | $1270.49      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       885 | PA      | $904.35       | 0.00%             | 2024-12-15      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124023.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $109.61       | 0.00%             | 2023-11-25      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10770205.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8364 | PA      | $8465.82      | 0.00%             | 2025-10-09      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       830 | PA      | $539.92       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $96.49        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111065.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $0.00         | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19431 | PA      | $18720.14     | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991235449.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $410.35       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $425.68       | 0.00%             | 2023-11-11      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5097014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $223.21       | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $6.97         | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5361684.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9391 | PA      | $8170.10      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5331392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3059 | PA      | $2078.11      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182933015.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23651 | PA      | $23373.43     | 0.00%             | 2026-11-24      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193559.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $478.76       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212005.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.72        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5716391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3663 | PA      | $3538.69      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Franklin Investment Grade Corporate ETF                                         | Franklin Investment Grade Corporate ETF                                            | CUSIP: 35473P603<br>LEI: 549300AGICP0BF7KSG70 | Long             |  | RF                | US        |  16060000 | NS      | $349947400.00 | 9.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12262293.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28960 | PA      | $29335.96     | 0.00%             | 2027-03-05      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788805.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34274 | PA      | $32977.48     | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2661 | PA      | $2559.18      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6042050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4345 | PA      | $4139.64      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $123.06       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $81.85        | 0.00%             | 2024-10-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589338.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5316 | PA      | $3128.30      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.18        | 0.00%             | 2023-11-30      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991307755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $4.87         | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10693186.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10897 | PA      | $10991.03     | 0.00%             | 2024-11-10      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110555.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $0.16         | 0.00%             | 2023-11-22      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13244 | PA      | $12696.36     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10657504.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23689 | PA      | $23752.47     | 0.00%             | 2024-11-22      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991416710.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1433 | PA      | $1415.28      | 0.00%             | 2023-12-18      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944125.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19610 | PA      | $17883.93     | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       754 | PA      | $760.21       | 0.00%             | 2023-12-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991042608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $510.42       | 0.00%             | 2024-11-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.88        | 0.00%             | 2024-11-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5806521.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1608 | PA      | $1555.62      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $170.51       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $348.92       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313526.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1861 | PA      | $1091.69      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5295923.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $977.60       | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08932151.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2609 | PA      | $2622.71      | 0.00%             | 2023-05-31      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262568.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $95.43        | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133319.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $0.00         | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183768813.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12531 | PA      | $12079.17     | 0.00%             | 2026-12-02      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173021253.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4402 | PA      | $4305.55      | 0.00%             | 2023-12-18      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889543.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7317 | PA      | $7046.87      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184451850.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17425 | PA      | $17180.77     | 0.00%             | 2026-12-23      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145592.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $190.26       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $233.95       | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11393301.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18015 | PA      | $17686.96     | 0.00%             | 2025-01-08      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4814556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $111.06       | 0.00%             | 2023-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5803981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       778 | PA      | $751.95       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991415270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $495.11       | 0.00%             | 2026-12-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4581979.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2035 | PA      | $435.25       | 0.00%             | 2023-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074195.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8290 | PA      | $8216.16      | 0.00%             | 2026-11-18      | Fixed         | 15.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5712879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14442 | PA      | $14001.52     | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940808.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13545 | PA      | $13231.84     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $51.87        | 0.00%             | 2024-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $8.53         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110811.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.85        | 0.00%             | 2023-11-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $15.99        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4938432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3721 | PA      | $1136.96      | 0.00%             | 2023-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3614 | PA      | $3451.96      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746396.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3749 | PA      | $3593.78      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072528.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $1601.21      | 0.00%             | 2027-09-18      | Fixed         | 30.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4757364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2804 | PA      | $798.87       | 0.00%             | 2023-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2313 | PA      | $2164.08      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151981.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $170.89       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $182.79       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5061300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1753 | PA      | $1351.93      | 0.00%             | 2023-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5117310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4690 | PA      | $1259.22      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588154.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1194 | PA      | $1147.52      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $157.86       | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31406AGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39660 | PA      | $39385.17     | 0.00%             | 2034-12-01      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701011.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $226.70       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163849354.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3805 | PA      | $3649.12      | 0.00%             | 2024-12-30      | Fixed         | 11.71%                | 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        |   1576925 | PA      | $1036314.59   | 0.03%             | 2038-07-10      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219559.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2676 | PA      | $-284.75      | -0.00%            | 2027-10-10      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4823342.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $728.11       | 0.00%             | 2023-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $95.69        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284235.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $206.08       | 0.00%             | 2023-12-08      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184009446.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5559 | PA      | $5509.73      | 0.00%             | 2024-12-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.29        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744484.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1143 | PA      | $1069.15      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217106.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2019 | PA      | $1937.56      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $204.58       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756948.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3028 | PA      | $2966.75      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $67.06        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6239599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4217 | PA      | $3833.21      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A2R2              | CUSIP: 14310MAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6300000 | PA      | $6149313.25   | 0.17%             | 2031-04-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sanchez Energy Corp.                                                            | Mesquite Energy, Inc., Escrow Account                                              | CUSIP: 799ESCAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $33750.00     | 0.00%             | 2023-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128M4YH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88919 | PA      | $93126.64     | 0.00%             | 2037-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6210775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $3230.86      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185484.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $95.26        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255218.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1892 | PA      | $1737.89      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5402367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2349 | PA      | $2082.85      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08974488.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11826 | PA      | $11986.66     | 0.00%             | 2026-05-31      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879248.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5004 | PA      | $4933.97      | 0.00%             | 2026-10-19      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991075574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.61        | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08923777.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21088 | PA      | $21501.00     | 0.00%             | 2026-05-30      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284917.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $32.14        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5308374.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1834 | PA      | $941.69       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015178.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7819 | PA      | $6551.44      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6193931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1793 | PA      | $1632.69      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $1723.99      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $23.88        | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922681.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22225 | PA      | $16068.86     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5972575.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4146 | PA      | $3782.95      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       741 | PA      | $750.83       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074792.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4280 | PA      | $4257.00      | 0.00%             | 2026-11-18      | Fixed         | 22.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9496 | PA      | $8893.00      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       888 | PA      | $902.26       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991250096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.31        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31386UL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       926 | PA      | $953.76       | 0.00%             | 2031-02-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183012848.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7556 | PA      | $7448.35      | 0.00%             | 2024-11-08      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5084480.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1005 | PA      | $916.86       | 0.00%             | 2023-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $199.78       | 0.00%             | 2024-11-30      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268582.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $250.31       | 0.00%             | 2024-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.63        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11305757.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20423 | PA      | $20713.74     | 0.00%             | 2026-11-19      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125621.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.64        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155903.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.71        | 0.00%             | 2023-11-12      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $114.64       | 0.00%             | 2024-11-27      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5112143.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $212.38       | 0.00%             | 2023-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302449.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $258.94       | 0.00%             | 2023-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II                                                                            | CUSIP: 36202K7A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5007 | PA      | $4853.49      | 0.00%             | 2026-10-20      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6292670.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2862 | PA      | $2650.68      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991440743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $184.19       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5381932.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       868 | PA      | $563.98       | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5654053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $470.72       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11265912.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10817 | PA      | $10850.26     | 0.00%             | 2027-01-03      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991305580.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $253.73       | 0.00%             | 2024-12-15      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6206594.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6984 | PA      | $6421.50      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6297894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       503 | PA      | $465.88       | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991488102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       579 | PA      | $570.60       | 0.00%             | 2024-12-17      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5213 | PA      | $5001.55      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1262 | PA      | $1235.42      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09794920.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16926 | PA      | $17143.88     | 0.00%             | 2026-08-17      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665054.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20136 | PA      | $19167.08     | 0.00%             | 2026-11-08      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136474.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $70.61        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991379172.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.17         | 0.00%             | 2028-02-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252549.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       931 | PA      | $927.42       | 0.00%             | 2024-11-28      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879854.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8697 | PA      | $8661.10      | 0.00%             | 2026-10-19      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994442.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $1323.84      | 0.00%             | 2024-11-08      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5264013.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $1616.67      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $47.94        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4851014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9138 | PA      | $6485.64      | 0.00%             | 2023-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5816472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3631 | PA      | $3425.39      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991041124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $-10.58       | -0.00%            | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09015317.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15974 | PA      | $16240.68     | 0.00%             | 2026-05-22      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204082.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.11         | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5617362 | PA      | $4735427.28   | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183556398.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8549 | PA      | $8443.29      | 0.00%             | 2026-11-26      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616824.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1280 | PA      | $91.51        | 0.00%             | 2024-08-24      | Fixed         | 23.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5066697.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $254.68       | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1678408.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4950 | PA      | $4832.33      | 0.00%             | 2026-12-14      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $367.39       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991297846.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $182.72       | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991244087.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $94.51        | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1851771.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2770 | PA      | $2748.33      | 0.00%             | 2026-10-19      | Fixed         | 9.22%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5138063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23123 | PA      | $15060.87     | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205571.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $131.78       | 0.00%             | 2023-11-13      | Fixed         | 18.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4590433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       931 | PA      | $346.54       | 0.00%             | 2023-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5972549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       646 | PA      | $603.74       | 0.00%             | 2024-04-06      | 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-S6, Class PT | CUSIP: 21056AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    467988 | PA      | $435967.63    | 0.01%             | 2044-10-17      | Variable      | 11.32%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880312.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1998 | PA      | $145.91       | 0.00%             | 2024-10-19      | Fixed         | 16.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991440360.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       692 | PA      | $688.16       | 0.00%             | 2024-12-16      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991332506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $0.04         | 0.00%             | 2024-11-27      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5710153.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1285 | PA      | $1127.70      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182986114.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12844 | PA      | $2242.80      | 0.00%             | 2026-11-05      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $235.97       | 0.00%             | 2024-11-24      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.46        | 0.00%             | 2023-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5998109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $518.58       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183425358.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6729 | PA      | $6562.15      | 0.00%             | 2026-11-22      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $147.51       | 0.00%             | 2024-11-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10253670.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6293 | PA      | $6322.85      | 0.00%             | 2026-10-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218850.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8515 | PA      | $8448.40      | 0.00%             | 2026-12-10      | Fixed         | 25.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991354074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       643 | PA      | $650.87       | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930784.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1821 | PA      | $1571.66      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182816829.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9176 | PA      | $1798.16      | 0.00%             | 2026-11-28      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5664748.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       967 | PA      | $891.92       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225463.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $119.08       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183593989.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22040 | PA      | $22009.95     | 0.00%             | 2026-12-01      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183436461.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29514 | PA      | $28558.08     | 0.00%             | 2026-11-22      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $62.71        | 0.00%             | 2023-12-14      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995781.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23797 | PA      | $23527.98     | 0.00%             | 2024-11-08      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991369727.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $116.77       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280311.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $156.47       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866134.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10475 | PA      | $9920.42      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       373 | PA      | $25.27        | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $1908.75      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991371806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1393 | PA      | $1387.73      | 0.00%             | 2024-12-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734473.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5130 | PA      | $4810.38      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4480 | PA      | $4173.06      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2079 | PA      | $2122.16      | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10679263.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5732 | PA      | $5680.20      | 0.00%             | 2026-11-14      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $2.24         | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176563.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $1.29         | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $108.55       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5168235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1027 | PA      | $479.52       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| City of Austin TX Electric Utility Revenue                                      | City of Austin, Series 2008                                                        | CUSIP: 052414JQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11265000 | PA      | $12344399.91  | 0.35%             | 2032-11-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184282726.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7218 | PA      | $7135.30      | 0.00%             | 2025-01-04      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6003381.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4306 | PA      | $4148.14      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630810.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15898 | PA      | $15435.99     | 0.00%             | 2024-09-27      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1903 | PA      | $1768.48      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $574.52       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08971565.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20057 | PA      | $20472.71     | 0.00%             | 2026-04-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991409872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $0.99         | 0.00%             | 2027-08-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $178.11       | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110283.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $270.76       | 0.00%             | 2024-11-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $121.79       | 0.00%             | 2023-11-26      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183938966.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8743 | PA      | $8660.68      | 0.00%             | 2024-12-08      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11807330.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8522 | PA      | $8633.10      | 0.00%             | 2026-12-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991316347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $90.04        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $249.65       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657020.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14297 | PA      | $13933.21     | 0.00%             | 2024-10-29      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917557.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3287 | PA      | $3178.27      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6240807.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10143 | PA      | $9656.58      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991470545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5640805.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $338.16       | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221001.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4373 | PA      | $4334.47      | 0.00%             | 2026-12-10      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991219254.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $94.93        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| University of California                                                        | University of California, Series 2015 J                                            | CUSIP: 91412GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10750000 | PA      | $10087579.63  | 0.28%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4092 | PA      | $3761.66      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706278.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5541 | PA      | $5513.67      | 0.00%             | 2024-09-13      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991042437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3355 | PA      | $3344.94      | 0.00%             | 2024-11-12      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10409 | PA      | $9820.28      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298936.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $10.73        | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183710879.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20790 | PA      | $20410.00     | 0.00%             | 2026-12-06      | Fixed         | 19.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955157.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $521.75       | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $47.28        | 0.00%             | 2024-11-17      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333811.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12823 | PA      | $12808.02     | 0.00%             | 2027-01-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $185.65       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5336855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2127 | PA      | $1288.86      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1691055.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5811 | PA      | $5600.79      | 0.00%             | 2024-12-23      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       718 | PA      | $537.81       | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991367687.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $71.01        | 0.00%             | 2023-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991373941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $399.27       | 0.00%             | 2024-12-13      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5122010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $370.32       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $165.52       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102818.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.71        | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12308 | PA      | $11303.31     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290943.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $121.26       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743385.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4605 | PA      | $4414.09      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5707577.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2555 | PA      | $2336.09      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09019228.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15952 | PA      | $16263.29     | 0.00%             | 2026-06-05      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $250.57       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990803.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2451 | PA      | $1437.27      | 0.00%             | 2023-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10482607.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8449 | PA      | $8575.12      | 0.00%             | 2026-10-29      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $174.78       | 0.00%             | 2023-11-18      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5026657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $313.77       | 0.00%             | 2023-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126498.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1188 | PA      | $972.44       | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998048.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2173 | PA      | $2152.72      | 0.00%             | 2026-11-08      | Fixed         | 26.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991346117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $-6.90        | -0.00%            | 2024-12-02      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995328.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3462 | PA      | $3407.50      | 0.00%             | 2024-11-08      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2605 | PA      | $2376.90      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221868.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $61.69        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.15        | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877508.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3444 | PA      | $3257.48      | 0.00%             | 2024-10-19      | Fixed         | 20.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706055.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1521 | PA      | $1512.42      | 0.00%             | 2026-09-13      | Fixed         | 29.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991320036.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $511.88       | 0.00%             | 2023-11-24      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4848471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2931 | PA      | $1194.20      | 0.00%             | 2023-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $837.99       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184408809.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10515 | PA      | $10414.81     | 0.00%             | 2024-12-23      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7006 | PA      | $6852.50      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991049893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $130.77       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4895734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5434 | PA      | $3311.23      | 0.00%             | 2023-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991029642.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.68         | 0.00%             | 2023-11-11      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117468.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.98        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124243.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $5.02         | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10606158.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22929 | PA      | $23177.18     | 0.00%             | 2026-11-05      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208827.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $8.30         | 0.00%             | 2024-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182860477.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21348 | PA      | $20878.46     | 0.00%             | 2026-11-03      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6316774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8889 | PA      | $8329.35      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08979821.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11571 | PA      | $11802.25     | 0.00%             | 2026-05-26      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11296028.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43946 | PA      | $43510.76     | 0.00%             | 2026-11-19      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11385154.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12918 | PA      | $12926.77     | 0.00%             | 2027-01-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20959 | PA      | $16345.42     | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5528141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $671.66       | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720196.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1403 | PA      | $865.60       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $339.30       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5107 | PA      | $4945.64      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183966895.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8218 | PA      | $6593.09      | 0.00%             | 2024-12-09      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5129633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $151.98       | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2458 | PA      | $2357.41      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705876.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1463 | PA      | $1453.68      | 0.00%             | 2026-09-13      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165806.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3737 | PA      | $3560.03      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       685 | PA      | $681.60       | 0.00%             | 2024-12-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5288202.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1745 | PA      | $1649.99      | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $146.60       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6273649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10580 | PA      | $9932.70      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1919784.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9678 | PA      | $9602.47      | 0.00%             | 2026-11-08      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5578897.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $434.38       | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5781 | PA      | $5358.05      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079567.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $119.24       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.00         | 0.00%             | 2024-11-24      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136802.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $99.08        | 0.00%             | 2024-11-19      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259503.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $40.51        | 0.00%             | 2024-12-08      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $878.76       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991045857.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.12         | 0.00%             | 2024-11-10      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4979 | PA      | $4725.67      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148541.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $276.52       | 0.00%             | 2024-11-11      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6184160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14709 | PA      | $13837.78     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220767.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2434 | PA      | $2407.51      | 0.00%             | 2024-12-10      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991257818.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $209.36       | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025377.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4937 | PA      | $3859.57      | 0.00%             | 2023-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034193.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $20.98        | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $54.26        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089275.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $98.10        | 0.00%             | 2024-11-08      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10501 | PA      | $9788.32      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183961259.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6819 | PA      | $6759.13      | 0.00%             | 2024-12-09      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.19        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $124.31       | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6202897.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6368 | PA      | $6038.40      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5052506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2845 | PA      | $2302.16      | 0.00%             | 2023-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127004.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $203.71       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6107025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3057 | PA      | $2905.93      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171872747.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6106 | PA      | $5890.68      | 0.00%             | 2023-11-10      | Fixed         | 9.02%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10005303.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10804 | PA      | $10896.65     | 0.00%             | 2026-10-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262913.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $49.39        | 0.00%             | 2024-11-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112804.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.32        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $121.29       | 0.00%             | 2024-11-17      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196943.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.77         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $244.52       | 0.00%             | 2024-11-14      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $87.10        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900966.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2389 | PA      | $1182.95      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3821 | PA      | $3523.48      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296JLK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15294 | PA      | $15770.67     | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1685958.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3347 | PA      | $3229.47      | 0.00%             | 2024-12-15      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991324857.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $190.40       | 0.00%             | 2023-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       833 | PA      | $742.80       | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5920941.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1698 | PA      | $1656.15      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991040200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $40.10        | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181416.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $2.86         | 0.00%             | 2024-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12249881.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12500 | PA      | $12504.92     | 0.00%             | 2027-03-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $184.36       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09697076.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2485 | PA      | $2501.21      | 0.00%             | 2023-08-23      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2643 | PA      | $2697.27      | 0.00%             | 2024-11-25      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991389357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $21.89        | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991345459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $1406.86      | 0.00%             | 2024-12-17      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6310789.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7290 | PA      | $6716.37      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074893.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       917 | PA      | $909.53       | 0.00%             | 2024-11-18      | Fixed         | 28.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991405120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $548.21       | 0.00%             | 2024-12-15      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945571.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3312 | PA      | $3074.44      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1000 | PA      | $947.94       | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143292.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       468 | PA      | $462.82       | 0.00%             | 2024-11-28      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991246182.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $5.08         | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5794308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8431 | PA      | $7778.22      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059086.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $56.16        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057044.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $176.84       | 0.00%             | 2024-11-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991330945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $6.36         | 0.00%             | 2024-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2748 | PA      | $2666.47      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11805285.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10405 | PA      | $10552.12     | 0.00%             | 2025-12-29      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5579233.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1272 | PA      | $1239.18      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991243117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.67        | 0.00%             | 2023-11-14      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       643 | PA      | $589.90       | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136290.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $8.18         | 0.00%             | 2023-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11196657.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14502 | PA      | $14377.48     | 0.00%             | 2027-01-03      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $264.47       | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08676164.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7096 | PA      | $7218.32      | 0.00%             | 2026-05-05      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991293465.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $201.08       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270948.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21631 | PA      | $20060.42     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4439 | PA      | $3335.05      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074995.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3217 | PA      | $3029.72      | 0.00%             | 2024-11-18      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217252.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1733 | PA      | $1705.18      | 0.00%             | 2026-12-09      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10314976.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3699 | PA      | $3726.95      | 0.00%             | 2023-10-24      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $314.02       | 0.00%             | 2024-11-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6210528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11440 | PA      | $10673.80     | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126600.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1680 | PA      | $1721.43      | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09726787.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12571 | PA      | $12792.00     | 0.00%             | 2026-08-24      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $207.43       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991330128.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.81        | 0.00%             | 2024-12-15      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4593610.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1577 | PA      | $509.35       | 0.00%             | 2023-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117236.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.16         | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5474147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6090 | PA      | $5656.27      | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991342819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $297.40       | 0.00%             | 2024-12-14      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221709.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13296 | PA      | $13160.82     | 0.00%             | 2026-12-10      | Fixed         | 13.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991078707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $80.76        | 0.00%             | 2023-11-15      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5084248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4345 | PA      | $3935.48      | 0.00%             | 2023-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155141.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $260.39       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183766454.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18710 | PA      | $18002.91     | 0.00%             | 2026-12-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1775 | PA      | $-83.43       | -0.00%            | 2024-12-08      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879731.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4187 | PA      | $4128.31      | 0.00%             | 2026-10-19      | Fixed         | 20.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5170804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.02        | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1875318.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4756 | PA      | $4713.47      | 0.00%             | 2026-10-19      | Fixed         | 10.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110253.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $191.95       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $24.31        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $140.07       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.20        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $178.18       | 0.00%             | 2023-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879978.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26941 | PA      | $3938.10      | 0.00%             | 2027-03-19      | Fixed         | 31.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205286.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10115 | PA      | $9553.29      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165060.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $253.45       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991241992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.65        | 0.00%             | 2024-11-19      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133653.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       853 | PA      | $865.09       | 0.00%             | 2024-11-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4914843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $87.70        | 0.00%             | 2023-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1605023.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15689 | PA      | $15109.90     | 0.00%             | 2026-08-16      | Fixed         | 14.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $287.34       | 0.00%             | 2024-11-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133827.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       399 | PA      | $404.64       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183249731.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11652 | PA      | $11348.89     | 0.00%             | 2026-11-24      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10339 | PA      | $10052.51     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285054.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.41         | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8461 | PA      | $8097.23      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107613.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.03         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       472 | PA      | $32.52        | 0.00%             | 2024-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613868.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6007 | PA      | $5856.60      | 0.00%             | 2024-08-12      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991297615.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.32        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10768778.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32675 | PA      | $33143.03     | 0.00%             | 2026-11-18      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3443 | PA      | $3190.53      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991228922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $139.70       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267046.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $127.72       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5628017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1058 | PA      | $982.17       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649530.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5772 | PA      | $5534.10      | 0.00%             | 2026-10-28      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333230.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18475 | PA      | $18645.32     | 0.00%             | 2024-11-25      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5678118.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4057 | PA      | $3956.46      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11008125.00  | 0.31%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098895.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.51        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5073303.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       605 | PA      | $480.97       | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070425.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $100.14       | 0.00%             | 2024-11-11      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $3.67         | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09979972.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30798 | PA      | $31175.12     | 0.00%             | 2025-10-05      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991373345.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $108.33       | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564094.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2532 | PA      | $2373.72      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991040317.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.28        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $23.33        | 0.00%             | 2024-11-19      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4815651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $219.85       | 0.00%             | 2023-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183359589.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13664 | PA      | $0.00         | 0.00%             | 2027-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991326016.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1471.05      | 0.00%             | 2024-12-12      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $1589.15      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183750856.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14599 | PA      | $14564.27     | 0.00%             | 2026-12-06      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144509.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.05         | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $170.50       | 0.00%             | 2023-11-18      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6179450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2558 | PA      | $2451.05      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10762415.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11743 | PA      | $11839.51     | 0.00%             | 2026-11-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5378476 | PA      | $4894419.62   | 0.14%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                        | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-51, Class PT | CUSIP: 21055HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    881052 | PA      | $833491.86    | 0.02%             | 2045-01-15      | Variable      | 15.12%                | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638691.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15627 | PA      | $15078.16     | 0.00%             | 2024-10-12      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285654.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $228.05       | 0.00%             | 2023-11-24      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183015727.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12690 | PA      | $12500.49     | 0.00%             | 2026-11-15      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916342.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7920 | PA      | $7596.52      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $2.37         | 0.00%             | 2028-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6286304.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10574 | PA      | $9831.94      | 0.00%             | 2024-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.51        | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       590 | PA      | $596.02       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036693.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2226 | PA      | $2123.09      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184158631.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17656 | PA      | $16583.81     | 0.00%             | 2026-12-20      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $0.73         | 0.00%             | 2027-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618519.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26307 | PA      | $26200.98     | 0.00%             | 2027-01-25      | Fixed         | 22.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5879215.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11126 | PA      | $10802.72     | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4101 | PA      | $3880.54      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $77.22        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184280067.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13481 | PA      | $13147.05     | 0.00%             | 2026-12-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074890.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2976 | PA      | $2962.50      | 0.00%             | 2026-11-18      | Fixed         | 23.06%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672952.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1730 | PA      | $1668.61      | 0.00%             | 2024-12-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09017828.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8361 | PA      | $2934.05      | 0.00%             | 2026-05-22      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221748.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4310 | PA      | $4276.38      | 0.00%             | 2026-12-10      | Fixed         | 31.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124803.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $141.56       | 0.00%             | 2023-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5232430.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       773 | PA      | $720.72       | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5357060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1779 | PA      | $1720.77      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4142 | PA      | $3843.81      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.74        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995487.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4175 | PA      | $4114.77      | 0.00%             | 2026-11-08      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184344324.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5493 | PA      | $5450.21      | 0.00%             | 2024-12-21      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $286.85       | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5676582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1266.64      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $105.62       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9371390.10   | 0.26%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2475 | PA      | $2040.83      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077910.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $64.45        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1606291.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2505 | PA      | $2490.48      | 0.00%             | 2024-08-23      | Fixed         | 27.01%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31385HJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29557 | PA      | $28928.21     | 0.00%             | 2033-03-01      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266282.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $60.35        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11526 | PA      | $9888.78      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $51.59        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4808701.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $79.06        | 0.00%             | 2023-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183877158.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13332 | PA      | $10443.56     | 0.00%             | 2026-12-21      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991400100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.23        | 0.00%             | 2023-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961006.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8154 | PA      | $7926.88      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163973756.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19255 | PA      | $18434.41     | 0.00%             | 2025-01-12      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204243.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $5.42         | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5811368.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1512 | PA      | $1469.00      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5368153.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $246.97       | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       333 | PA      | $329.22       | 0.00%             | 2025-01-27      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625561.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2666 | PA      | $649.36       | 0.00%             | 2024-09-24      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6292293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1123 | PA      | $1053.37      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $226.37       | 0.00%             | 2024-12-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144465.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $87.29        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665984.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11797 | PA      | $11373.45     | 0.00%             | 2024-11-09      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1685973.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4848 | PA      | $4652.08      | 0.00%             | 2024-12-15      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $930.59       | 0.00%             | 2023-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145776.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $44.79        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991009218.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $145.22       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11305667.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23768 | PA      | $23916.85     | 0.00%             | 2026-12-27      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618136.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3920 | PA      | $3687.32      | 0.00%             | 2026-08-24      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991250623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $142.74       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875887.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6734 | PA      | $6554.13      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612935.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1412 | PA      | $1409.55      | 0.00%             | 2026-08-23      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5292413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7292 | PA      | $4656.53      | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5508 | PA      | $5232.20      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617314.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2039 | PA      | $2038.71      | 0.00%             | 2026-08-24      | Fixed         | 23.08%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174362204.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17812 | PA      | $17008.91     | 0.00%             | 2026-02-05      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5241427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2151 | PA      | $2099.81      | 0.00%             | 2023-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $51.17        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $31.47        | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $24.10        | 0.00%             | 2024-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234914.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $116.54       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215694.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4274 | PA      | $4204.14      | 0.00%             | 2024-12-09      | Fixed         | 22.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862134.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39885 | PA      | $36720.76     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991346915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $38.17        | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6796 | PA      | $7194.91      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31384WLN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       391 | PA      | $405.37       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $121.85       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116041.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.18        | 0.00%             | 2023-11-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279680.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.39        | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $603.93       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1676825.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17005 | PA      | $16436.10     | 0.00%             | 2024-12-22      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182729.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $76.58        | 0.00%             | 2024-12-01      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       422 | PA      | $28.47        | 0.00%             | 2024-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893722.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6926 | PA      | $6607.32      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1913 | PA      | $1769.71      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181681556.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12483 | PA      | $12203.41     | 0.00%             | 2026-10-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08721759.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2296 | PA      | $2307.66      | 0.00%             | 2023-07-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165215.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1830 | PA      | $1305.72      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1989899.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2380 | PA      | $2360.04      | 0.00%             | 2026-11-08      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089870.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $732.25       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706370.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $1890.24      | 0.00%             | 2024-09-13      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991520568.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $139.99       | 0.00%             | 2024-12-21      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5807061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22284 | PA      | $21582.60     | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182920963.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24846 | PA      | $3008.17      | 0.00%             | 2026-11-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991332964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $467.16       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $857.34       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928478.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3905 | PA      | $3569.64      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923096.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5015 | PA      | $4783.76      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333295.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8637 | PA      | $8711.59      | 0.00%             | 2024-11-15      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $65.23        | 0.00%             | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09708666.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18155 | PA      | $18373.33     | 0.00%             | 2026-08-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269381.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1069 | PA      | $1047.96      | 0.00%             | 2023-11-17      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991065357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $94.70        | 0.00%             | 2023-11-15      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991312161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $74.93        | 0.00%             | 2024-12-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184382909.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16690 | PA      | $16155.46     | 0.00%             | 2026-12-21      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10692650.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14266 | PA      | $14443.78     | 0.00%             | 2026-10-08      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1663073.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3499 | PA      | $3384.93      | 0.00%             | 2024-11-29      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5302930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1058.89      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3254 | PA      | $3162.14      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       822 | PA      | $803.15       | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5793693.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $2491.61      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183366235.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3447 | PA      | $3462.03      | 0.00%             | 2024-11-19      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $179.46       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991065223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2924 | PA      | $216.19       | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                  | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3962583.04   | 0.11%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $101.62       | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6229018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8301 | PA      | $7826.16      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2342 | PA      | $2178.76      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5066009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9823 | PA      | $7892.29      | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4330 | PA      | $4146.90      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977605.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8694 | PA      | $7973.76      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991400497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       366 | PA      | $367.99       | 0.00%             | 2024-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6262 | PA      | $5986.37      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3050 | PA      | $2868.29      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $627.38       | 0.00%             | 2024-11-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.93         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6227791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2154 | PA      | $1974.48      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2067851.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12324 | PA      | $12153.87     | 0.00%             | 2026-11-18      | Fixed         | 19.79%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183545708.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14963 | PA      | $14603.95     | 0.00%             | 2026-11-24      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878749.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3389 | PA      | $3376.86      | 0.00%             | 2026-10-19      | Fixed         | 24.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5649173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1392 | PA      | $1345.65      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       387 | PA      | $316.95       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $131.47       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $103.70       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5379446.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $465.78       | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991283230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $200.26       | 0.00%             | 2024-11-30      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216725.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5280 | PA      | $767.24       | 0.00%             | 2026-12-09      | Fixed         | 31.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5776285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3708 | PA      | $3248.65      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660986.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20876 | PA      | $19850.15     | 0.00%             | 2026-11-05      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991351944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2028-02-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $104.86       | 0.00%             | 2023-12-01      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986458.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1898 | PA      | $1847.44      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5507575.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4342 | PA      | $4135.87      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171209679.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2753 | PA      | $2708.63      | 0.00%             | 2023-10-16      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262504.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4919 | PA      | $4538.22      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       886 | PA      | $820.24       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183979122.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1685 | PA      | $1669.09      | 0.00%             | 2024-12-10      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111957.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $80.84        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183430858.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10094 | PA      | $9804.23      | 0.00%             | 2026-11-22      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09036276.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27270 | PA      | $27727.34     | 0.00%             | 2025-06-05      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182222867.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6544 | PA      | $6505.42      | 0.00%             | 2024-10-25      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $110.75       | 0.00%             | 2024-11-13      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099795.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $11.93        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996489.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3227 | PA      | $462.51       | 0.00%             | 2026-11-08      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31416VS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1526194 | PA      | $1613029.76   | 0.05%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991244603.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.20        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10768953.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10042 | PA      | $10198.46     | 0.00%             | 2025-11-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12223360.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26058 | PA      | $25913.91     | 0.00%             | 2025-03-01      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $210.25       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       671 | PA      | $666.31       | 0.00%             | 2024-11-28      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293728.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29745 | PA      | $27548.14     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138300.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.44        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4937470.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1128 | PA      | $1003.93      | 0.00%             | 2023-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5628765.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $310.66       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $111.74       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $245.24       | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199158.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $73.04        | 0.00%             | 2023-12-06      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184252099.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3510 | PA      | $3484.16      | 0.00%             | 2024-12-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       585 | PA      | $580.23       | 0.00%             | 2024-12-17      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5598607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3247 | PA      | $3178.49      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893351.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6584 | PA      | $6447.69      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5740227.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2365 | PA      | $2292.94      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140287.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $233.50       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998286.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12303 | PA      | $12086.82     | 0.00%             | 2026-11-08      | Fixed         | 23.78%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183362712.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10726 | PA      | $10617.30     | 0.00%             | 2024-12-01      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1655.08      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $295.81       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189744.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $8.18         | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $231.55       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12243989.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8589 | PA      | $8651.11      | 0.00%             | 2027-01-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $0.05         | 0.00%             | 2023-11-19      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $397.27       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996493.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17157 | PA      | $4341.66      | 0.00%             | 2026-11-08      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09659731.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28555 | PA      | $28949.97     | 0.00%             | 2025-08-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182333831.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3260 | PA      | $3232.09      | 0.00%             | 2024-10-15      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6265085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12853 | PA      | $12068.82     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216921.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15220 | PA      | $15085.55     | 0.00%             | 2026-12-09      | Fixed         | 28.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184934200.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26428 | PA      | $25702.51     | 0.00%             | 2027-01-11      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.40         | 0.00%             | 2028-02-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2210 | PA      | $2091.01      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3374 | PA      | $3277.23      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5298365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7582 | PA      | $4096.58      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998726.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20200 | PA      | $19988.95     | 0.00%             | 2026-11-08      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991433.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1358 | PA      | $194.26       | 0.00%             | 2026-11-08      | Fixed         | 29.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.15        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28813 | PA      | $26767.69     | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064798.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       431 | PA      | $281.41       | 0.00%             | 2024-11-17      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620763.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4436 | PA      | $4435.25      | 0.00%             | 2026-08-25      | Fixed         | 23.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115956.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1567 | PA      | $1598.83      | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217530.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3904 | PA      | $3868.08      | 0.00%             | 2026-12-09      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222105.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.25         | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1993483.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15975 | PA      | $15803.51     | 0.00%             | 2026-11-08      | Fixed         | 11.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6671 | PA      | $6235.17      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217112.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $410.87       | 0.00%             | 2024-11-27      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1556.65      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615205.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       453 | PA      | $32.40        | 0.00%             | 2026-08-24      | Fixed         | 15.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.50        | 0.00%             | 2024-11-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $1289.23      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5548329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $257.32       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10166 | PA      | $8645.00      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991050872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $48.65        | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799028.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16704 | PA      | $16895.42     | 0.00%             | 2027-01-31      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $-1.52        | -0.00%            | 2023-11-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679071.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21073 | PA      | $20081.91     | 0.00%             | 2026-12-20      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $18.07        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991250612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $125.11       | 0.00%             | 2023-12-08      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $474.16       | 0.00%             | 2023-11-13      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984960.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12649 | PA      | $12092.54     | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $97.88        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1703178.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5294 | PA      | $5219.42      | 0.00%             | 2026-09-13      | Fixed         | 19.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206968.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $-11.21       | -0.00%            | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6170727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5115 | PA      | $4793.50      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1421 | PA      | $1449.54      | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4978391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $183.57       | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262209.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26057 | PA      | $24419.71     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216986.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $16.93        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4878563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $434.60       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991287710.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $217.75       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18046 | PA      | $16478.81     | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd.                                                      | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |   2492650 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102829.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $148.79       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999276.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       852 | PA      | $837.42       | 0.00%             | 2026-11-08      | Fixed         | 21.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.75        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $707.07       | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5303828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2229 | PA      | $2172.70      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $226.17       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11283774.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8905 | PA      | $8967.76      | 0.00%             | 2024-11-25      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5562709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1046 | PA      | $915.98       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656603.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2135 | PA      | $1297.53      | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $15.66        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183425539.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15141 | PA      | $14771.52     | 0.00%             | 2026-11-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5091416.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13896 | PA      | $8443.32      | 0.00%             | 2023-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159397.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       892 | PA      | $914.60       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187931.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $37.37        | 0.00%             | 2023-12-05      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5553801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15160 | PA      | $8143.30      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323110.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $598.25       | 0.00%             | 2024-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125565.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $106.56       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5131487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $615.39       | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5728678.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5157 | PA      | $3530.78      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5676104.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23826 | PA      | $23061.73     | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156348.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $154.42       | 0.00%             | 2024-11-29      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069989.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5831 | PA      | $5778.48      | 0.00%             | 2024-11-18      | Fixed         | 21.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       452 | PA      | $416.20       | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220952.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $118.13       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5785350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3964 | PA      | $3835.08      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4852 | PA      | $4624.39      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991410920.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.91        | 0.00%             | 2023-12-20      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5249081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1535 | PA      | $791.42       | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128M4UE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17108 | PA      | $18099.78     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184011802.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8635 | PA      | $8491.86      | 0.00%             | 2026-12-10      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991408941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $78.45        | 0.00%             | 2023-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09105301.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12451 | PA      | $12622.36     | 0.00%             | 2026-06-05      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170256.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $146.17       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613168.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6131 | PA      | $5846.08      | 0.00%             | 2026-08-24      | Fixed         | 25.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09060458.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10243 | PA      | $10367.31     | 0.00%             | 2026-05-31      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613197.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32787 | PA      | $2328.12      | 0.00%             | 2026-08-24      | Fixed         | 28.07%                | No            |                  3 | 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        |    727995 | PA      | $696315.87    | 0.02%             | 2044-10-17      | Variable      | 18.73%                | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183418746.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25341 | PA      | $25013.01     | 0.00%             | 2026-11-22      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.05        | 0.00%             | 2023-11-19      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $13.89        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $257.63       | 0.00%             | 2024-11-11      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260254.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $178.24       | 0.00%             | 2024-12-08      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260952.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $63.34        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $150.82       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3858 | PA      | $1777.67      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5563437.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28301 | PA      | $26975.25     | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11361916.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42910 | PA      | $43283.68     | 0.00%             | 2026-12-26      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991278856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $473.07       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5965789.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15643 | PA      | $15175.62     | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991090906.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-11      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5018131.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1142 | PA      | $1010.66      | 0.00%             | 2023-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9495 | PA      | $2852.89      | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6183190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8846 | PA      | $8348.83      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2607 | PA      | $2544.08      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5760587.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18480 | PA      | $18072.26     | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064290.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $298.81       | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $428.29       | 0.00%             | 2024-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173378319.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2297 | PA      | $2224.68      | 0.00%             | 2023-12-31      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215725.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7070 | PA      | $7007.43      | 0.00%             | 2026-12-09      | Fixed         | 28.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991320273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       772 | PA      | $784.04       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108391.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.72         | 0.00%             | 2028-02-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $352.65       | 0.00%             | 2023-11-16      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105241.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $208.58       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290183.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18652 | PA      | $17382.06     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5149037.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       971 | PA      | $912.24       | 0.00%             | 2023-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $14.16        | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706245.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3732 | PA      | $3720.28      | 0.00%             | 2024-09-13      | Fixed         | 18.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991342766.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.48        | 0.00%             | 2023-12-08      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09354737.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5761 | PA      | $5857.40      | 0.00%             | 2026-07-07      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31403DJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32225 | PA      | $33148.43     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $62.97        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.11         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4824622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3055 | PA      | $791.82       | 0.00%             | 2023-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885091.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1713 | PA      | $1657.14      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991379697.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $23.36        | 0.00%             | 2024-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991322428.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $206.78       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070506.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3728 | PA      | $3675.67      | 0.00%             | 2026-11-18      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $145.14       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214645.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3909 | PA      | $214.22       | 0.00%             | 2024-12-09      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184445530.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17627 | PA      | $17307.35     | 0.00%             | 2026-12-27      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5377669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $174.45       | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196736.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $234.70       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062902.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3953 | PA      | $2824.53      | 0.00%             | 2023-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219062.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5141 | PA      | $5055.23      | 0.00%             | 2026-12-10      | Fixed         | 19.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5188384.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2860 | PA      | $1412.72      | 0.00%             | 2023-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5647065.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16544 | PA      | $8094.76      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5822507.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1398 | PA      | $1219.30      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075299.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3353 | PA      | $3316.42      | 0.00%             | 2026-11-18      | Fixed         | 17.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $34.46        | 0.00%             | 2023-11-17      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1510 | PA      | $1505.51      | 0.00%             | 2024-11-27      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834836.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $720.16       | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184005390.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2115 | PA      | $2095.40      | 0.00%             | 2024-12-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874820.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12559 | PA      | $11968.95     | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5152564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $322.92       | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1992 | PA      | $1890.54      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $59.19        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126480.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1363 | PA      | $1318.12      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856524.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1233 | PA      | $597.79       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183457596.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7636 | PA      | $7587.09      | 0.00%             | 2024-12-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $326.45       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074435.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6618 | PA      | $6591.61      | 0.00%             | 2026-11-18      | Fixed         | 29.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5760462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $408.89       | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $121.11       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136884.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $297.28       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991066825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2023-11-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883498.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $268.88       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10519197.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25963 | PA      | $26451.76     | 0.00%             | 2025-10-29      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086904.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $26.99        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5069067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12169 | PA      | $2237.26      | 0.00%             | 2023-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183619170.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6604 | PA      | $6572.50      | 0.00%             | 2024-11-30      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $549.27       | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5530812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $133.95       | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4030 | PA      | $3841.93      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330620.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $380.94       | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5384909.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1674 | PA      | $1635.58      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183009664.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9941 | PA      | $9870.84      | 0.00%             | 2024-11-21      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903220.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $379.37       | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184020224.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18358 | PA      | $18061.19     | 0.00%             | 2026-12-19      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074102.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2259 | PA      | $2250.31      | 0.00%             | 2026-11-18      | Fixed         | 27.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5143578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       597 | PA      | $554.03       | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200919.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $102.41       | 0.00%             | 2024-11-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108014.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.25        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037263.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $463.66       | 0.00%             | 2023-11-11      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107547.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $726.90       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       685 | PA      | $691.60       | 0.00%             | 2026-11-15      | Fixed         | 21.36%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1632897.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16312 | PA      | $15798.01     | 0.00%             | 2026-09-17      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08869934.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10058 | PA      | $10181.42     | 0.00%             | 2026-11-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183131010.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2435 | PA      | $2418.73      | 0.00%             | 2024-11-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630162.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21213 | PA      | $17137.83     | 0.00%             | 2026-10-23      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2332 | PA      | $2410.95      | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613484.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20784 | PA      | $19851.54     | 0.00%             | 2026-08-11      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165319.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $6.29         | 0.00%             | 2023-11-10      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2027-12-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       690 | PA      | $672.90       | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195763.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182398953.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5623 | PA      | $5629.19      | 0.00%             | 2024-11-20      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4603 | PA      | $4450.32      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6288827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14846 | PA      | $13924.51     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033465.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $19.50        | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.16         | 0.00%             | 2027-11-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154443.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $130.44       | 0.00%             | 2023-11-29      | Fixed         | 19.30%                | 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        |   5100000 | PA      | $5300764.90   | 0.15%             | 2033-07-15      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221075.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3114 | PA      | $3088.28      | 0.00%             | 2026-12-10      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991297865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $219.95       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131051.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $10.13        | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $198.67       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211644.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $199.83       | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $132.04       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118218.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $159.04       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991454608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       769 | PA      | $763.80       | 0.00%             | 2024-12-19      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1992676.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2057 | PA      | $2028.85      | 0.00%             | 2024-11-08      | Fixed         | 24.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991305134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.60        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991336028.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $55.50        | 0.00%             | 2023-12-13      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268376.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $319.84       | 0.00%             | 2024-11-19      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       977 | PA      | $855.83       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184367892.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14335 | PA      | $13772.85     | 0.00%             | 2026-12-23      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164648.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $181.57       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $17.59        | 0.00%             | 2024-11-26      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071456.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30438 | PA      | $30162.57     | 0.00%             | 2026-11-18      | Fixed         | 12.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236723.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $122.22       | 0.00%             | 2024-11-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5582607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       919 | PA      | $761.10       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4947 | PA      | $4788.59      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202795.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $1022.77      | 0.00%             | 2024-12-07      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.92        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $153.63       | 0.00%             | 2023-11-12      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991015679.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1061 | PA      | $1082.28      | 0.00%             | 2024-11-08      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186425.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $223.92       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $12091406.32  | 0.34%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5553995.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $595.81       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1191 | PA      | $1141.29      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071601.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2399 | PA      | $2380.71      | 0.00%             | 2026-11-18      | Fixed         | 7.69%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991375720.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $1.62         | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10157176.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16944 | PA      | $17172.55     | 0.00%             | 2025-10-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991312091.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.02        | 0.00%             | 2023-11-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222062.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10821 | PA      | $10651.94     | 0.00%             | 2026-12-10      | Fixed         | 23.82%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11304530.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42502 | PA      | $42904.38     | 0.00%             | 2026-11-24      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991066988.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.48         | 0.00%             | 2023-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10102 | PA      | $6639.69      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879021.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5310 | PA      | $5280.29      | 0.00%             | 2026-10-19      | Fixed         | 32.25%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183400615.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16372 | PA      | $16263.46     | 0.00%             | 2024-11-23      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991399812.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1014 | PA      | $1021.18      | 0.00%             | 2023-12-15      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.06         | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $559.94       | 0.00%             | 2024-11-21      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026877.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $1232.18      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645625.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6588 | PA      | $6381.16      | 0.00%             | 2024-10-27      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996839.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5792 | PA      | $411.75       | 0.00%             | 2026-11-08      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11821370.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5987 | PA      | $6045.55      | 0.00%             | 2024-02-12      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4876558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10937 | PA      | $4295.81      | 0.00%             | 2023-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672964.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8841 | PA      | $8547.72      | 0.00%             | 2026-12-15      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991324176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $186.95       | 0.00%             | 2024-12-18      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5133706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.45         | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5090079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1408 | PA      | $642.84       | 0.00%             | 2023-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991240494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $352.59       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991297492.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $0.00         | 0.00%             | 2027-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2211511.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44869 | PA      | $44400.62     | 0.00%             | 2027-05-10      | Fixed         | 12.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11411443.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10633 | PA      | $10645.60     | 0.00%             | 2026-01-03      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6189573.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15948 | PA      | $14963.33     | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152468.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.53        | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.67        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5698837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8377 | PA      | $5630.78      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1973901.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6656 | PA      | $6604.62      | 0.00%             | 2026-11-08      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       719 | PA      | $732.79       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09868557.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13688 | PA      | $13809.34     | 0.00%             | 2025-01-20      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218671.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2511 | PA      | $2406.24      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6194591.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79426 | PA      | $72723.15     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876524.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4557 | PA      | $4492.87      | 0.00%             | 2026-10-19      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12219829.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10408 | PA      | $10539.10     | 0.00%             | 2026-01-26      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6150834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9272 | PA      | $8833.75      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655010.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5574 | PA      | $5382.12      | 0.00%             | 2026-10-26      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.43        | 0.00%             | 2023-12-13      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $45.89        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.88         | 0.00%             | 2027-12-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5291858.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $1677.62      | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074661.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1746 | PA      | $1737.07      | 0.00%             | 2026-11-18      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1448 | PA      | $895.76       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6361192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3588 | PA      | $3349.80      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262385.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $62.42        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939808.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25526 | PA      | $24427.72     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184005719.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11633 | PA      | $11481.08     | 0.00%             | 2026-12-25      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5771873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18105 | PA      | $17675.73     | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410647.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4356 | PA      | $64.49        | 0.00%             | 2026-07-09      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134188.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $207.21       | 0.00%             | 2024-11-27      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878630.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $986.59       | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $101.99       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092471.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $213.04       | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113632.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $2.93         | 0.00%             | 2024-11-11      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2150 | PA      | $2084.69      | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $18.04        | 0.00%             | 2024-11-12      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652711.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10411 | PA      | $9973.06      | 0.00%             | 2026-11-09      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5784781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1264 | PA      | $1235.05      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.62         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $60.97        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $110.60       | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183529769.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29453 | PA      | $2760.66      | 0.00%             | 2027-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249792.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5357 | PA      | $5317.33      | 0.00%             | 2024-12-14      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5708970.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       739 | PA      | $704.59       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       543 | PA      | $549.23       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141758.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.14        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680451.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1322 | PA      | $1277.12      | 0.00%             | 2024-12-17      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991330788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $1092.50      | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991054408.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $734.20       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5148260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $1398.85      | 0.00%             | 2023-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $205.12       | 0.00%             | 2024-11-14      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10432641.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24888 | PA      | $25334.32     | 0.00%             | 2026-10-29      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1162 | PA      | $1058.53      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089599.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1953 | PA      | $1984.27      | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304389.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.55        | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Ellington CLO III Ltd.                                                          | Ellington CLO III Ltd., Series 2018-3A, Class A1                                   | CUSIP: 28852LAA1<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | US        |   5002961 | PA      | $4960308.87   | 0.14%             | 2030-07-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5949818.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5117 | PA      | $4915.66      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5531534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       719 | PA      | $523.65       | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5059273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1570 | PA      | $1182.88      | 0.00%             | 2023-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249319.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $56.59        | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135119.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4278 | PA      | $3832.44      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996204.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24178 | PA      | $557.83       | 0.00%             | 2026-11-08      | Fixed         | 20.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612198.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9992 | PA      | $9913.45      | 0.00%             | 2026-08-23      | Fixed         | 11.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09057834.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20109 | PA      | $20524.55     | 0.00%             | 2026-05-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $55.79        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9168 | PA      | $8514.97      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171671693.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2724 | PA      | $2635.28      | 0.00%             | 2025-11-10      | Fixed         | 13.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616362.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5365 | PA      | $5340.88      | 0.00%             | 2027-01-24      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139772.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $83.46        | 0.00%             | 2024-11-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       459 | PA      | $469.02       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099377.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $-0.28        | -0.00%            | 2024-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613013.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1700 | PA      | $1620.08      | 0.00%             | 2026-08-23      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303542.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3717 | PA      | $3439.85      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262795.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $55.70        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1621090.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1246 | PA      | $1241.01      | 0.00%             | 2024-08-25      | Fixed         | 25.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991045128.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $45.14        | 0.00%             | 2024-11-13      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5573280.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $615.85       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $1.44         | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Long Bonds                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       260 | NC      | $694318.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135916.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22422 | PA      | $21314.23     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203162.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $88.04        | 0.00%             | 2023-12-07      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214657.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       883 | PA      | $875.58       | 0.00%             | 2026-12-09      | Fixed         | 27.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743770.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1750 | PA      | $1702.64      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6175562.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8488 | PA      | $8101.55      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075194.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3706 | PA      | $265.85       | 0.00%             | 2026-11-18      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991047.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3008 | PA      | $2980.90      | 0.00%             | 2026-11-08      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175348.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.73        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883688.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1618 | PA      | $1407.83      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $292.34       | 0.00%             | 2024-11-17      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2656 | PA      | $2544.74      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182936009.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11587 | PA      | $11501.04     | 0.00%             | 2024-11-15      | Fixed         | 13.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5235201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1059 | PA      | $565.91       | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706804.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9634 | PA      | $9582.57      | 0.00%             | 2024-09-13      | Fixed         | 14.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       373 | PA      | $74.37        | 0.00%             | 2024-11-10      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183629352.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25627 | PA      | $24931.57     | 0.00%             | 2026-11-30      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6284406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15904 | PA      | $14920.55     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18005 | PA      | $16976.59     | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4907186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $1003.97      | 0.00%             | 2023-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876035.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3339 | PA      | $3321.73      | 0.00%             | 2026-10-19      | Fixed         | 20.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064463.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $354.64       | 0.00%             | 2023-11-11      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988932.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3321 | PA      | $3275.10      | 0.00%             | 2026-11-08      | Fixed         | 16.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199446.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $91.64        | 0.00%             | 2024-11-28      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991340452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $106.66       | 0.00%             | 2024-12-13      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1112 | PA      | $1079.86      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5849349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.09        | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5517225.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $123.28       | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.45        | 0.00%             | 2023-11-29      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991271550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       773 | PA      | $769.39       | 0.00%             | 2024-11-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9794 | PA      | $9289.10      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3348 | PA      | $3143.08      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $456.36       | 0.00%             | 2023-12-08      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612119.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15991 | PA      | $15047.42     | 0.00%             | 2026-08-23      | Fixed         | 13.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183951.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       640 | PA      | $43.20        | 0.00%             | 2024-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3989 | PA      | $3677.05      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991391691.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1462 | PA      | $1487.21      | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6121269.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4494 | PA      | $3830.86      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 245835000 | PA      | $-13062068.22 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11807491.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16686 | PA      | $16928.25     | 0.00%             | 2026-12-28      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                            | Mitsubishi UFJ Financial Group, Inc.                                               | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  11100000 | PA      | $11089683.11  | 0.31%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31411WYZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86706 | PA      | $91122.30     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991938.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6229 | PA      | $6163.80      | 0.00%             | 2024-11-08      | Fixed         | 7.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907307.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4493 | PA      | $3245.38      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24557579.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10849 | PA      | $1457.11      | 0.00%             | 2024-11-19      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3095 | PA      | $2489.89      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6196687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4458 | PA      | $3900.94      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070719.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5766 | PA      | $5743.67      | 0.00%             | 2026-11-18      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5713619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3756 | PA      | $3666.22      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102000.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $387.11       | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4879 | PA      | $3424.94      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2372 | PA      | $643.63       | 0.00%             | 2023-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.55        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09045917.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22993 | PA      | $13164.84     | 0.00%             | 2025-06-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613599.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2074 | PA      | $2071.32      | 0.00%             | 2026-08-24      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203943.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $116.01       | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182220241.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7211 | PA      | $7093.42      | 0.00%             | 2026-10-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $139.44       | 0.00%             | 2024-11-12      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24870 | PA      | $17142.39     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128M4J53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13886 | PA      | $14409.16     | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.12         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221105.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.13         | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991292171.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $4.67         | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $26.80        | 0.00%             | 2023-11-24      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $171.14       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       546 | PA      | $542.31       | 0.00%             | 2024-12-15      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612909.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1053 | PA      | $1051.53      | 0.00%             | 2026-08-24      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991307338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $107.97       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5759467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1143 | PA      | $1089.85      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $302.05       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       744 | PA      | $597.49       | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6979 | PA      | $5585.96      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993993.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $676.32       | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183655.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3969 | PA      | $4089.00      | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   6000000 | PA      | $4717828.80   | 0.13%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $1526.14      | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5136762.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $1026.64      | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172000836.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13285 | PA      | $12923.56     | 0.00%             | 2025-11-28      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10561277.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7875 | PA      | $7834.55      | 0.00%             | 2025-09-25      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991241447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $218.23       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $626.69       | 0.00%             | 2024-11-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617080.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5638 | PA      | $5584.67      | 0.00%             | 2026-08-24      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       801 | PA      | $772.58       | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991075287.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.07        | 0.00%             | 2024-11-15      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1414.12      | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877299.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10137 | PA      | $10084.50     | 0.00%             | 2026-10-19      | Fixed         | 22.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216377.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13821 | PA      | $13691.27     | 0.00%             | 2026-12-09      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991448119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $0.00         | 0.00%             | 2024-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $11.69        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991316297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4872451.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $446.67       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3133BC6N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $102.40       | 0.00%             | 2024-11-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187172.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $39.37        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6237959.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16915 | PA      | $16013.71     | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $6.98         | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09672610.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24360 | PA      | $24610.74     | 0.00%             | 2026-08-10      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991322618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.52        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10764525.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15602 | PA      | $15716.71     | 0.00%             | 2026-11-22      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216782.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3056 | PA      | $3007.67      | 0.00%             | 2026-12-09      | Fixed         | 25.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6050904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2713 | PA      | $2395.14      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616441.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1477 | PA      | $1478.77      | 0.00%             | 2024-08-24      | Fixed         | 18.68%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09717638.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15857 | PA      | $16120.78     | 0.00%             | 2026-08-22      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153991.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $132.94       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1040 | PA      | $1015.84      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09100537.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8793 | PA      | $8947.75      | 0.00%             | 2025-06-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1989533.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1593 | PA      | $1574.21      | 0.00%             | 2026-11-08      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6204347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13905 | PA      | $12542.61     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10379461.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14228 | PA      | $14323.47     | 0.00%             | 2024-09-02      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6286188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3856 | PA      | $3552.15      | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182840575.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3382 | PA      | $3360.81      | 0.00%             | 2024-11-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5548732.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1178 | PA      | $899.12       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074544.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4177 | PA      | $4140.51      | 0.00%             | 2026-11-18      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5670749.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2439 | PA      | $2365.17      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130991.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1274 | PA      | $1265.55      | 0.00%             | 2024-11-26      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991383117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $258.61       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721335.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $298.54       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991282136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $632.08       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $452.58       | 0.00%             | 2024-11-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $363.12       | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111224.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $80.60        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $50.34        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5268105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2973 | PA      | $2811.42      | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080254.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $4.56         | 0.00%             | 2023-11-18      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183535525.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4917 | PA      | $4802.50      | 0.00%             | 2024-12-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5781947.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2550 | PA      | $2430.34      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1704884.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $865.34       | 0.00%             | 2024-09-13      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218218.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       678 | PA      | $693.82       | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2963 | PA      | $2937.39      | 0.00%             | 2024-11-12      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155173.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $8.02         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.99        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080093.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $102.44       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1719 | PA      | $1753.11      | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6030231.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7160 | PA      | $6824.16      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1330.80      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $210.30       | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183585512.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20315 | PA      | $19744.74     | 0.00%             | 2026-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09437723.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17477 | PA      | $17774.36     | 0.00%             | 2026-05-27      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111182.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.46         | 0.00%             | 2028-02-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613526.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5983 | PA      | $5830.22      | 0.00%             | 2024-08-11      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6838 | PA      | $5154.37      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tencent Holdings Ltd.                                                           | Tencent Holdings Ltd.                                                              | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |  10000000 | PA      | $8426315.70   | 0.24%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09095478.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26059 | PA      | $4622.59      | 0.00%             | 2026-06-01      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $153.11       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650649.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6544 | PA      | $6281.81      | 0.00%             | 2026-10-29      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $1215.25      | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025263.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.72         | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171687.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.21        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6317724.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56952 | PA      | $53372.18     | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5832 | PA      | $5586.31      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991257896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $653.29       | 0.00%             | 2024-11-18      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106544.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $93.03        | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731218.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $1574.43      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110148.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $38.42        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991421.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1628 | PA      | $1610.50      | 0.00%             | 2026-11-08      | Fixed         | 11.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       763 | PA      | $522.39       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $606.44       | 0.00%             | 2024-11-23      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $153.26       | 0.00%             | 2024-11-30      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-21      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5306862.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5883 | PA      | $5760.21      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5245829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $348.59       | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881431.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1362 | PA      | $1355.45      | 0.00%             | 2026-10-19      | Fixed         | 24.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180408.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $24.22        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $213.02       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $142.65       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $283.58       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1631650.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6345 | PA      | $6163.27      | 0.00%             | 2024-09-28      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991360411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       671 | PA      | $673.63       | 0.00%             | 2024-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3044 | PA      | $1885.86      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236066.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $153.35       | 0.00%             | 2024-11-19      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991399497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       826 | PA      | $-37.52       | -0.00%            | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706913.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6058 | PA      | $6028.25      | 0.00%             | 2026-09-13      | Fixed         | 20.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991433523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $92.81        | 0.00%             | 2024-12-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5694392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22947 | PA      | $21733.33     | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155573.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       836 | PA      | $798.70       | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645613.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11062 | PA      | $10679.27     | 0.00%             | 2026-10-27      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991311973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.57         | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5407193.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1321 | PA      | $1287.38      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588868.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2471 | PA      | $1265.10      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $103.21       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6361029.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8490 | PA      | $7951.11      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612108.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3052 | PA      | $214.39       | 0.00%             | 2027-01-23      | Fixed         | 27.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $106.76       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5577793.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2280 | PA      | $2116.92      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $9.04         | 0.00%             | 2023-11-11      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991038090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $56.22        | 0.00%             | 2023-11-12      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $176.93       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3458 | PA      | $3318.42      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147013.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $17.98        | 0.00%             | 2024-11-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991438848.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4293 | PA      | $4200.79      | 0.00%             | 2024-12-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101503.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $1095.13      | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155116.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $2165.06      | 0.00%             | 2024-11-29      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.01         | 0.00%             | 2028-01-15      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11236671.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7812 | PA      | $7897.12      | 0.00%             | 2026-11-10      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1614735.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9647 | PA      | $9220.03      | 0.00%             | 2026-08-13      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130184.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $325.80       | 0.00%             | 2024-11-24      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991496764.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $495.76       | 0.00%             | 2023-12-20      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, 30 Year                                                                    | CUSIP: 36225BNR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8052 | PA      | $8544.93      | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116199.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $274.62       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5474041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4481 | PA      | $4383.35      | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991352807.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2027-10-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $586.17       | 0.00%             | 2024-11-25      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106488.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1236 | PA      | $0.00         | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099968.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       625 | PA      | $623.08       | 0.00%             | 2024-11-16      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5310662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4869 | PA      | $2801.02      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $255.39       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2104 | PA      | $1956.65      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183626362.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6882 | PA      | $6792.56      | 0.00%             | 2026-11-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620110.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14362 | PA      | $1043.79      | 0.00%             | 2027-01-25      | Fixed         | 16.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $106.28       | 0.00%             | 2023-11-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706656.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1722 | PA      | $1711.64      | 0.00%             | 2026-09-13      | Fixed         | 29.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218303.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5614 | PA      | $5563.73      | 0.00%             | 2026-12-09      | Fixed         | 25.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097627.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.45         | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833600.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21876 | PA      | $20405.12     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991019441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $294.22       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991366359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $86.35        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127224.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       718 | PA      | $733.00       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991246684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $1434.90      | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182783983.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15535 | PA      | $15347.85     | 0.00%             | 2024-11-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889567.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $460.61       | 0.00%             | 2023-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880702.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13819 | PA      | $13712.08     | 0.00%             | 2026-10-19      | Fixed         | 9.87%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       668 | PA      | $687.38       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                          | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2140894.21   | 0.06%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09029242.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37968 | PA      | $38492.53     | 0.00%             | 2026-06-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $76.34        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.04         | 0.00%             | 2023-11-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188678.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $349.33       | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $734.26       | 0.00%             | 2024-11-18      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991320293.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $-11.37       | -0.00%            | 2024-12-08      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225649.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6481 | PA      | $6477.14      | 0.00%             | 2024-12-01      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997930.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3739 | PA      | $3674.29      | 0.00%             | 2026-11-08      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107549.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $35.78        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183339903.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8120 | PA      | $1000.54      | 0.00%             | 2024-11-26      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135300.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1633 | PA      | $1.39         | 0.00%             | 2024-11-22      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25843226.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12317 | PA      | $13007.48     | 0.00%             | 2025-01-07      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183195827.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23386 | PA      | $22946.39     | 0.00%             | 2024-11-18      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Nordea Bank Abp                                                                 | Nordea Bank Abp                                                                    | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   5200000 | PA      | $5198584.98   | 0.15%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $152.81       | 0.00%             | 2023-11-27      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $89.10        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154981.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $741.06       | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013886.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6240 | PA      | $5987.43      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6300894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16483 | PA      | $15357.98     | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08972690.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1756 | PA      | $1761.00      | 0.00%             | 2023-06-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9122 | PA      | $8514.61      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173914.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $85.61        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182116.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $409.75       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681027.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4980 | PA      | $4841.27      | 0.00%             | 2026-12-20      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5762538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3094 | PA      | $2986.11      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4766 | PA      | $4179.74      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174090524.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11277 | PA      | $11015.88     | 0.00%             | 2024-01-29      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $524.24       | 0.00%             | 2024-11-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253796.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $153.08       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $422.74       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6260138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73747 | PA      | $69071.95     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991082881.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.06        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215887.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $3.58         | 0.00%             | 2024-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991325531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       910 | PA      | $923.97       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286624.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $137.33       | 0.00%             | 2023-11-24      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6200668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14505 | PA      | $13940.67     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4882161.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $175.47       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $237.51       | 0.00%             | 2024-11-18      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5310786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       919 | PA      | $871.21       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183915427.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17025 | PA      | $16862.56     | 0.00%             | 2024-12-08      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995939.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13424 | PA      | $13229.53     | 0.00%             | 2026-11-08      | Fixed         | 17.87%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166622143.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $184.82       | 0.00%             | 2033-02-21      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937037.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19069 | PA      | $16995.41     | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5545827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1837 | PA      | $1790.36      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991369836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $367.40       | 0.00%             | 2024-12-17      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877809.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3351 | PA      | $3316.93      | 0.00%             | 2024-10-19      | Fixed         | 28.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5864923.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3229 | PA      | $3091.55      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337115.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $1073.78      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991287459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $345.03       | 0.00%             | 2024-12-01      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744679.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1871 | PA      | $1764.25      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6318747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $924.92       | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1077 | PA      | $1103.04      | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12227981.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18526 | PA      | $1731.65      | 0.00%             | 2024-01-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $130.75       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC                                                                              | CUSIP: 3128JRH82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474046 | PA      | $461624.57    | 0.01%             | 2027-11-01      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152603.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $210.13       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179069.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $180.27       | 0.00%             | 2023-11-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5740034.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $1118.31      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283HTE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1579 | PA      | $1645.56      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575403.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $468.37       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5692677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5198 | PA      | $5054.44      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183495228.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5159 | PA      | $5047.26      | 0.00%             | 2026-12-07      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218938.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5582 | PA      | $5511.25      | 0.00%             | 2025-05-10      | Fixed         | 7.83%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6108198.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1985 | PA      | $1879.50      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070210.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10251 | PA      | $10158.73     | 0.00%             | 2024-11-18      | Fixed         | 21.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $115.45       | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4827620.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1433 | PA      | $1053.03      | 0.00%             | 2023-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991319933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $94.86        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991316267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $41.51        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5308440.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2188 | PA      | $1159.23      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208622.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.64        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5839921.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8743 | PA      | $8418.01      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023161.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1783 | PA      | $1722.65      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11312173.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21220 | PA      | $21333.83     | 0.00%             | 2026-12-20      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $51.39        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $320.29       | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182237890.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12427 | PA      | $11661.44     | 0.00%             | 2026-10-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5177866.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $810.59       | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991073136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1099 | PA      | $1092.98      | 0.00%             | 2024-11-13      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744738.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       978 | PA      | $680.82       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220084.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1780 | PA      | $1765.38      | 0.00%             | 2026-12-10      | Fixed         | 30.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222285.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       668 | PA      | $661.82       | 0.00%             | 2024-12-10      | Fixed         | 19.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2071024.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18621 | PA      | $18550.56     | 0.00%             | 2027-04-18      | Fixed         | 22.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205086.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       300 | PA      | $291.44       | 0.00%             | 2024-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184036.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $84.08        | 0.00%             | 2024-11-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $0.00         | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081670.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $370.59       | 0.00%             | 2024-11-13      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1132 | PA      | $1125.92      | 0.00%             | 2024-11-14      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612115.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $993.93       | 0.00%             | 2026-08-23      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208250.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $1.16         | 0.00%             | 2024-11-23      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5224488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4441 | PA      | $3076.71      | 0.00%             | 2023-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127209.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $147.04       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5596590.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1633 | PA      | $1606.77      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182911086.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25018 | PA      | $23684.72     | 0.00%             | 2026-11-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1006 | PA      | $1026.72      | 0.00%             | 2024-11-11      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1387 | PA      | $1113.66      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1608082.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11673 | PA      | $11234.37     | 0.00%             | 2026-08-13      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14105 | PA      | $13444.96     | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991342840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $388.03       | 0.00%             | 2024-11-27      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765654.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10530 | PA      | $9372.00      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22793 | PA      | $20253.60     | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1191 | PA      | $1183.41      | 0.00%             | 2024-11-17      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09330764.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6963 | PA      | $6951.61      | 0.00%             | 2026-05-29      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264692.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.31         | 0.00%             | 2028-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165533845.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11937 | PA      | $11488.68     | 0.00%             | 2025-01-24      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $114.16       | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $251.92       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $7.08         | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $158.56       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162222.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $0.00         | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991278795.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $136.19       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1881404.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2392 | PA      | $2367.18      | 0.00%             | 2024-10-19      | Fixed         | 28.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $74.62        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910647.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4599 | PA      | $4447.06      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918423.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1071.00      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167644.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $687.80       | 0.00%             | 2024-11-11      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991484651.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       510 | PA      | $507.18       | 0.00%             | 2024-12-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658161.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7011 | PA      | $6668.39      | 0.00%             | 2026-11-15      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $139.11       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991391597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $378.04       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184245291.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23916 | PA      | $23742.43     | 0.00%             | 2024-12-17      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991063837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $204.57       | 0.00%             | 2024-11-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5317974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2364 | PA      | $2316.74      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5283850.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $1443.50      | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4701 | PA      | $4518.15      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $154.37       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2194261.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9858 | PA      | $9721.74      | 0.00%             | 2026-12-10      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269633.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6006 | PA      | $5990.63      | 0.00%             | 2024-11-27      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $29.30        | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10157026.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12319 | PA      | $12488.07     | 0.00%             | 2026-10-05      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126125.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.37        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5622164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12764 | PA      | $12473.75     | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991330.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6494 | PA      | $6443.44      | 0.00%             | 2026-11-08      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1856 | PA      | $1624.47      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $338.59       | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1697 | PA      | $1604.28      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $138.30       | 0.00%             | 2024-12-01      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5549559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1866 | PA      | $1778.66      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122293.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $401.03       | 0.00%             | 2024-11-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $68.27        | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613874.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7888 | PA      | $7537.93      | 0.00%             | 2026-08-12      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10479080.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9512 | PA      | $9541.78      | 0.00%             | 2026-10-12      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129317.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4942 | PA      | $5005.50      | 0.00%             | 2024-11-10      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36179XBP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10675998 | PA      | $9248501.34   | 0.26%             | 2052-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223685.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $23.01        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1826 | PA      | $1848.63      | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $548.60       | 0.00%             | 2024-11-22      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167007080.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $110.79       | 0.00%             | 2033-02-21      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991314763.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $457.77       | 0.00%             | 2024-12-11      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992970.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12429 | PA      | $12257.46     | 0.00%             | 2026-11-08      | Fixed         | 16.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5043908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4288 | PA      | $4185.10      | 0.00%             | 2023-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37537 | PA      | $35767.28     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5073148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7495 | PA      | $4545.93      | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $199.19       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5145611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $456.07       | 0.00%             | 2023-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606932.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $548.15       | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183587648.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9329 | PA      | $3294.54      | 0.00%             | 2024-12-08      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $783.54       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4668472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       939 | PA      | $437.49       | 0.00%             | 2023-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814731.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2308 | PA      | $2240.87      | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4412 | PA      | $4178.64      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106686.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $98.78        | 0.00%             | 2024-11-19      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196824.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $132.97       | 0.00%             | 2024-11-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5566977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4680 | PA      | $1276.93      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183369624.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5081 | PA      | $4951.99      | 0.00%             | 2026-11-19      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       424 | PA      | $425.57       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991401151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-12-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $56.36        | 0.00%             | 2023-11-19      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188196.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $218.27       | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174284597.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9026 | PA      | $8753.46      | 0.00%             | 2026-02-20      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184063399.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4944 | PA      | $4905.72      | 0.00%             | 2024-12-21      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613583.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3589 | PA      | $3583.52      | 0.00%             | 2024-08-24      | Fixed         | 18.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938180.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $955.70       | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18922 | PA      | $18100.50     | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991320725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $76.19        | 0.00%             | 2023-12-08      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.72         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119059.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $115.28       | 0.00%             | 2023-11-21      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148735.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $221.56       | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617085.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9928 | PA      | $9850.49      | 0.00%             | 2026-08-24      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09775671.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14376 | PA      | $14708.42     | 0.00%             | 2025-08-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108416.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.22         | 0.00%             | 2024-11-23      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5755105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7326 | PA      | $5173.49      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991505343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $276.44       | 0.00%             | 2024-12-21      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $29.16        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.60         | 0.00%             | 2028-02-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12741 | PA      | $12400.62     | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09069437.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6494 | PA      | $4471.90      | 0.00%             | 2024-04-30      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1664856.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4045 | PA      | $3900.43      | 0.00%             | 2024-11-08      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5128257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9700 | PA      | $9040.90      | 0.00%             | 2023-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11816651.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6467 | PA      | $6435.16      | 0.00%             | 2026-02-01      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186409.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4108 | PA      | $4168.65      | 0.00%             | 2024-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991045681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $43.96        | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174155308.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1954 | PA      | $1897.27      | 0.00%             | 2024-01-29      | Fixed         | 8.59%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991336985.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.69         | 0.00%             | 2024-12-13      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $108.96       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5243643.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3561 | PA      | $2553.90      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 160977025.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16181 | PA      | $15652.06     | 0.00%             | 2024-11-12      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2243 | PA      | $2084.52      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274620.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.87         | 0.00%             | 2027-09-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167443.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2537 | PA      | $2522.16      | 0.00%             | 2024-12-01      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $203.86       | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10800000 | PA      | $9575751.31   | 0.27%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125303.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $155.26       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101821.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $723.39       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $104.75       | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $124.76       | 0.00%             | 2024-11-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $457.84       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184127951.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17708 | PA      | $17246.40     | 0.00%             | 2026-12-14      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908792.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4666 | PA      | $4193.06      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096448.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $451.27       | 0.00%             | 2023-11-18      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1607575.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3007 | PA      | $2931.77      | 0.00%             | 2024-08-12      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218127.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8720 | PA      | $8640.30      | 0.00%             | 2026-12-09      | Fixed         | 24.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $212.56       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4624796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $192.58       | 0.00%             | 2023-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203206.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $19.92        | 0.00%             | 2028-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337495.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2164 | PA      | $2095.16      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174239520.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2341 | PA      | $2342.30      | 0.00%             | 2024-01-29      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5944352.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10443 | PA      | $9700.64      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11791248.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33858 | PA      | $34307.09     | 0.00%             | 2027-02-11      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10203214.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15862 | PA      | $16007.89     | 0.00%             | 2025-10-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184373489.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2337 | PA      | $290.67       | 0.00%             | 2024-12-30      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6171001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10222 | PA      | $8859.06      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991053429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $103.24       | 0.00%             | 2024-11-11      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618882.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3297 | PA      | $3277.81      | 0.00%             | 2024-08-25      | Fixed         | 25.91%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182381955.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3434 | PA      | $3466.36      | 0.00%             | 2026-10-20      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991035968.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $76.70        | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122742.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $161.50       | 0.00%             | 2024-11-22      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5155863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10908 | PA      | $4436.31      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182386753.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17144 | PA      | $16799.89     | 0.00%             | 2026-11-04      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3061 | PA      | $2823.20      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09122466.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20485 | PA      | $20820.69     | 0.00%             | 2026-06-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120312.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $2294.35      | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6033285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2080 | PA      | $2011.56      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615331.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19491 | PA      | $19457.41     | 0.00%             | 2026-08-24      | Fixed         | 21.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5152819.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6308 | PA      | $5081.23      | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2972 | PA      | $2811.99      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187798.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $9.48         | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706582.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2364 | PA      | $1408.36      | 0.00%             | 2026-09-13      | Fixed         | 31.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $2765.49      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215261.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1641 | PA      | $1623.83      | 0.00%             | 2027-05-10      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17296 | PA      | $16264.74     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221701.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6184 | PA      | $3441.25      | 0.00%             | 2026-12-10      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107906.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1454 | PA      | $1478.64      | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $413.85       | 0.00%             | 2023-12-08      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $77.26        | 0.00%             | 2023-11-15      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220521.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612756.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6132 | PA      | $436.30       | 0.00%             | 2026-08-23      | Fixed         | 24.22%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1607185.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3546 | PA      | $3457.10      | 0.00%             | 2024-08-12      | Fixed         | 17.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186676.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $454.85       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215559.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1305 | PA      | $1283.97      | 0.00%             | 2026-12-09      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991454535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $57.83        | 0.00%             | 2024-12-15      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5662540.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16828 | PA      | $15476.57     | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123406.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $200.17       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09786718.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6423 | PA      | $2253.71      | 0.00%             | 2024-08-20      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992601.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       833 | PA      | $819.79       | 0.00%             | 2024-11-08      | Fixed         | 23.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857552.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1582 | PA      | $782.80       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991364577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $97.90        | 0.00%             | 2023-12-12      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6168538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $603.42       | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220985.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1723 | PA      | $434.99       | 0.00%             | 2026-12-10      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $903.20       | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5992010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8414 | PA      | $6665.72      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $188.40       | 0.00%             | 2023-11-24      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6043985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1127 | PA      | $1048.71      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820883.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5005 | PA      | $4858.36      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25016399.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $5.25         | 0.00%             | 2027-12-10      | Fixed         | 24.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       572 | PA      | $39.29        | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123249.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $147.27       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9368 | PA      | $8737.51      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991049842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-09-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991361082.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.98         | 0.00%             | 2023-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615292.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9074 | PA      | $9049.65      | 0.00%             | 2027-01-24      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5750976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6895 | PA      | $6625.31      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141005.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $6.41         | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $29.01        | 0.00%             | 2024-11-24      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2935 | PA      | $2803.62      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991029650.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $117.79       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5328930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1218 | PA      | $1016.89      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157887.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $115.85       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183455680.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33920 | PA      | $32822.01     | 0.00%             | 2026-11-23      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5698 | PA      | $5552.33      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6265195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2127 | PA      | $1960.53      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.22         | 0.00%             | 2024-11-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $85.27        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       320 | PA      | $326.93       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1739 | PA      | $1528.34      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182171506.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20148 | PA      | $19863.01     | 0.00%             | 2026-10-18      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103988.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       315 | PA      | $313.67       | 0.00%             | 2024-11-17      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11815201.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22833 | PA      | $23164.31     | 0.00%             | 2026-12-30      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183522405.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23560 | PA      | $23448.12     | 0.00%             | 2024-11-29      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5332263.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5224 | PA      | $4620.87      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $262.19       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113728.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       518 | PA      | $368.44       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5550272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $602.03       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157592.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $174.54       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618819.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2375 | PA      | $711.81       | 0.00%             | 2026-08-25      | Fixed         | 30.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $69.81        | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       400 | PA      | $385.54       | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.52        | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6216036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7476 | PA      | $7205.94      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619565.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6250 | PA      | $6201.84      | 0.00%             | 2026-08-25      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09045901.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17005 | PA      | $17289.22     | 0.00%             | 2026-07-13      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070988.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6594 | PA      | $6538.67      | 0.00%             | 2026-11-18      | Fixed         | 13.92%                | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                   | FNMA, Single-family, 30 Year                                                       | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 120084000 | PA      | $120562459.09 | 3.40%             | 2053-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217644.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $432.15       | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154868.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7921 | PA      | $7470.16      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5308 | PA      | $4937.10      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.37        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796654.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23973 | PA      | $21138.41     | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277474.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $135.21       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991432644.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $93.65        | 0.00%             | 2023-12-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035463.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19403 | PA      | $18077.84     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1702670.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1734 | PA      | $1728.49      | 0.00%             | 2024-09-13      | Fixed         | 17.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991307000.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.70        | 0.00%             | 2023-11-25      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08980085.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5993 | PA      | $5997.23      | 0.00%             | 2026-06-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6005698.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022 | PA      | $877.32       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12239 | PA      | $11615.26     | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092094.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1114 | PA      | $1136.10      | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991364787.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $265.02       | 0.00%             | 2023-12-15      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $414.71       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10624096.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15353 | PA      | $15600.29     | 0.00%             | 2026-11-23      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991056670.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $52.15        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       634 | PA      | $556.21       | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617880.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1267 | PA      | $1260.21      | 0.00%             | 2024-08-24      | Fixed         | 29.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600530.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3498 | PA      | $3414.32      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $78.61        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5097848.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1212 | PA      | $662.24       | 0.00%             | 2023-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649509.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16628 | PA      | $9743.12      | 0.00%             | 2024-10-28      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262430.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1768 | PA      | $1634.30      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991377384.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $192.25       | 0.00%             | 2024-11-30      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $449.55       | 0.00%             | 2024-12-17      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10520303.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27376 | PA      | $27817.69     | 0.00%             | 2026-10-23      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31404TQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66052 | PA      | $67216.13     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991339453.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $217.94       | 0.00%             | 2024-12-19      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5074113.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38422 | PA      | $7065.10      | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1597410.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1541 | PA      | $111.68       | 0.00%             | 2024-08-24      | Fixed         | 22.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5455440.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20222 | PA      | $19252.43     | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916247.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       962 | PA      | $939.56       | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $62.52        | 0.00%             | 2024-12-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991248557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $98.66        | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11194733.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23241 | PA      | $23435.27     | 0.00%             | 2024-11-11      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215557.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2014 | PA      | $1995.34      | 0.00%             | 2026-12-09      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $8.33         | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074160.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2439 | PA      | $2429.80      | 0.00%             | 2026-11-18      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15291 | PA      | $14720.25     | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133108.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $150.14       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159041.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $188.56       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705430.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2713 | PA      | $129.44       | 0.00%             | 2025-02-13      | Fixed         | 26.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989334.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17018 | PA      | $16883.58     | 0.00%             | 2026-11-08      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079986.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $239.14       | 0.00%             | 2023-11-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027376.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1077 | PA      | $984.59       | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705062.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $1634.72      | 0.00%             | 2026-09-13      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991296368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $67.03        | 0.00%             | 2024-12-15      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31411HN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1353 | PA      | $1385.75      | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169281.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $187.95       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075204.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4234 | PA      | $4217.82      | 0.00%             | 2026-11-18      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $400.59       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2213701.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2490 | PA      | $2447.76      | 0.00%             | 2026-12-09      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $338.78       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $84.63        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991415618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $419.07       | 0.00%             | 2024-12-15      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991029761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.48        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $524.16       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674683.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6845 | PA      | $6537.83      | 0.00%             | 2026-12-17      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5323343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10536 | PA      | $10202.34     | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2028-01-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10621087.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13869 | PA      | $14064.22     | 0.00%             | 2026-11-13      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129264.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $147.56       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125521.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.76        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $47.53        | 0.00%             | 2024-11-19      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $191.48       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085926.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.01         | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5692156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4468 | PA      | $4358.53      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $234.85       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $62.96        | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991041313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4952 | PA      | $4922.82      | 0.00%             | 2024-11-12      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  16480000 | PA      | $-901540.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                         | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1A                               | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6407274 | PA      | $6429660.67   | 0.18%             | 2042-04-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       684 | PA      | $491.33       | 0.00%             | 2024-12-06      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                      | CUSIP: 3140XHB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697564 | PA      | $669836.87    | 0.02%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3792 | PA      | $3612.68      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5798 | PA      | $5348.36      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4036 | PA      | $3451.74      | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991294453.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $277.75       | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216965.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30079 | PA      | $29662.21     | 0.00%             | 2026-12-09      | Fixed         | 20.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991045675.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $203.39       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991186127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1200 | PA      | $82.95        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2058 | PA      | $1749.31      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183321695.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14416 | PA      | $14227.79     | 0.00%             | 2026-11-21      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6053175.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $1927.66      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076720.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $87.33        | 0.00%             | 2024-11-14      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09767793.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15889 | PA      | $16023.95     | 0.00%             | 2026-08-20      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991459030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1299 | PA      | $1286.62      | 0.00%             | 2024-12-21      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285685.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $715.12       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617008.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2607 | PA      | $2602.42      | 0.00%             | 2026-08-24      | Fixed         | 21.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6141118.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11920 | PA      | $11298.79     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $46.50        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991329266.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $1531.88      | 0.00%             | 2024-12-09      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11022245.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12767 | PA      | $12711.70     | 0.00%             | 2025-01-02      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10481124.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13837 | PA      | $13940.52     | 0.00%             | 2024-10-12      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5128160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $580.61       | 0.00%             | 2023-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992903.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8970 | PA      | $1307.31      | 0.00%             | 2026-11-08      | Fixed         | 20.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $146.63       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184125400.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12468 | PA      | $12296.23     | 0.00%             | 2024-12-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24959142.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14252 | PA      | $14886.14     | 0.00%             | 2024-12-15      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5714543.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2043 | PA      | $1985.03      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071075.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6025 | PA      | $5965.83      | 0.00%             | 2024-11-18      | Fixed         | 6.65%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183909483.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5079 | PA      | $4894.98      | 0.00%             | 2026-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991241166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $259.51       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5758137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3013 | PA      | $2916.30      | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706481.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8704 | PA      | $623.42       | 0.00%             | 2026-09-13      | Fixed         | 26.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $94.43        | 0.00%             | 2024-12-05      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614645.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2625 | PA      | $2621.20      | 0.00%             | 2026-08-24      | Fixed         | 22.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1565 | PA      | $1519.15      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6203028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2417 | PA      | $2294.06      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263041.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $247.25       | 0.00%             | 2024-12-16      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171646.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $28.76        | 0.00%             | 2028-02-27      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206829.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $187.59       | 0.00%             | 2024-12-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5115942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25309 | PA      | $4686.02      | 0.00%             | 2023-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5500775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7528 | PA      | $7290.39      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4972812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $248.35       | 0.00%             | 2023-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991326232.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $137.88       | 0.00%             | 2023-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183753816.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14006 | PA      | $13885.86     | 0.00%             | 2024-12-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4848703.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1526 | PA      | $248.64       | 0.00%             | 2023-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624508.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3111 | PA      | $3014.57      | 0.00%             | 2024-09-22      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $175.47       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6259 | PA      | $6036.81      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706293.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2129 | PA      | $2117.86      | 0.00%             | 2026-09-13      | Fixed         | 31.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15524 | PA      | $11700.98     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889312.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7058 | PA      | $2872.61      | 0.00%             | 2023-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991354445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $335.62       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878845.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12918 | PA      | $12283.65     | 0.00%             | 2026-10-19      | Fixed         | 24.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5629132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1714 | PA      | $1639.80      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883803.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $485.28       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613143.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16132 | PA      | $15948.54     | 0.00%             | 2026-08-23      | Fixed         | 19.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991360120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       767 | PA      | $767.38       | 0.00%             | 2024-12-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $964.83       | 0.00%             | 2024-11-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $56.74        | 0.00%             | 2023-11-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11788952.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12995 | PA      | $13161.36     | 0.00%             | 2027-02-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5576159.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5742 | PA      | $5636.50      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.38        | 0.00%             | 2024-11-18      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991442130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $121.50       | 0.00%             | 2024-12-12      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991237192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185 | PA      | $1200.57      | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157540.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22935 | PA      | $21895.60     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615613.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4949 | PA      | $4907.64      | 0.00%             | 2026-08-24      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1512 | PA      | $1418.88      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991246436.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $111.37       | 0.00%             | 2023-11-28      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182547090.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10283 | PA      | $10167.33     | 0.00%             | 2024-11-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157471.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $736.40       | 0.00%             | 2024-11-30      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830333.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9043 | PA      | $8799.72      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-10      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5992297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       435 | PA      | $423.59       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5518821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4932 | PA      | $4483.32      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5548609.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1662 | PA      | $1617.29      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $321.73       | 0.00%             | 2024-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107910.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $302.79       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217199.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.68        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996074.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11240 | PA      | $11138.06     | 0.00%             | 2026-11-08      | Fixed         | 24.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5739486.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $838.33       | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1459 | PA      | $99.02        | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18634 | PA      | $17744.37     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100952.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.77        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138524.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.03        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5704871.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $1234.44      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $54.34        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5791803.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6092 | PA      | $5632.47      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182845074.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23164 | PA      | $22808.47     | 0.00%             | 2026-11-16      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213653.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $397.01       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173870.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.68        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5613321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3080 | PA      | $2131.43      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4623532.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3162 | PA      | $1083.98      | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991322697.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.53        | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| General Mills, Inc.                                                             | General Mills, Inc.                                                                | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1910255.69   | 0.05%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5251638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3409 | PA      | $1341.62      | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1408 | PA      | $1469.14      | 0.00%             | 2024-11-24      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| California Municipal Finance Authority                                          | California Municipal Finance Authority, Series 2020                                | CUSIP: 13049GAA8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   9745000 | PA      | $7267254.82   | 0.21%             | 2035-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127467.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2150 | PA      | $2257.76      | 0.00%             | 2024-11-25      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1987 | PA      | $1871.77      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6190373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20051 | PA      | $19026.94     | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124951.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $7.97         | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.46        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7973 | PA      | $7409.72      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5983203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4994 | PA      | $4577.28      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $197.53       | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.64        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08988851.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34189 | PA      | $34776.38     | 0.00%             | 2025-06-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4861177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $116.99       | 0.00%             | 2023-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183682790.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25785 | PA      | $19660.13     | 0.00%             | 2027-05-03      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1701565.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19790 | PA      | $19515.24     | 0.00%             | 2026-09-13      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $80.07        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $163.85       | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6664 | PA      | $6319.54      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       558 | PA      | $555.02       | 0.00%             | 2024-11-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5535338.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2620 | PA      | $2552.01      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $813.70       | 0.00%             | 2024-11-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23552749.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $5.86         | 0.00%             | 2027-10-15      | Fixed         | 24.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745337.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       961 | PA      | $790.64       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184389514.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6956 | PA      | $6867.44      | 0.00%             | 2024-12-23      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127972.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3131 | PA      | $436.61       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112913.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.59        | 0.00%             | 2023-11-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5819420.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13246 | PA      | $12496.35     | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991523610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $249.43       | 0.00%             | 2023-12-20      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5749237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4271 | PA      | $4126.34      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616625.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10793 | PA      | $10702.86     | 0.00%             | 2026-08-24      | Fixed         | 11.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2212982.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5892 | PA      | $5831.82      | 0.00%             | 2026-12-09      | Fixed         | 14.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992471.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20846 | PA      | $20626.86     | 0.00%             | 2026-11-08      | Fixed         | 15.65%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183702434.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25356 | PA      | $24883.03     | 0.00%             | 2026-12-02      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991418120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $13.22        | 0.00%             | 2024-12-16      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991313630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $321.11       | 0.00%             | 2024-12-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10505100.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7065 | PA      | $7152.43      | 0.00%             | 2026-10-15      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128908.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991257385.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $25.42        | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991332114.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $203.21       | 0.00%             | 2023-12-02      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2254 | PA      | $1473.97      | 0.00%             | 2024-11-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5737100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17274 | PA      | $16151.06     | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11793842.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11218 | PA      | $11355.08     | 0.00%             | 2026-12-28      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10476345.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39681 | PA      | $40207.17     | 0.00%             | 2026-10-12      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614430.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9208 | PA      | $656.30       | 0.00%             | 2027-06-24      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1661254.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5949 | PA      | $5806.08      | 0.00%             | 2026-11-12      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $41.91        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $84.24        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184127825.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4353 | PA      | $1569.80      | 0.00%             | 2024-12-14      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Chicago Transit Authority                                                       | Chicago Transit Authority Sales & Transfer Tax Receipts, Series 2008 A             | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    780000 | PA      | $911034.38    | 0.03%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182918515.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10617 | PA      | $10212.71     | 0.00%             | 2025-03-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $116.28       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991794.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $105.74       | 0.00%             | 2026-11-08      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183788160.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8712 | PA      | $8530.76      | 0.00%             | 2026-12-06      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31410FFF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91820 | PA      | $93247.93     | 0.00%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183788883.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20761 | PA      | $20332.43     | 0.00%             | 2026-12-06      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158421.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       568 | PA      | $578.21       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $66.77        | 0.00%             | 2023-11-26      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184053243.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13486 | PA      | $628.49       | 0.00%             | 2024-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991049261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $9.08         | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6197045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17400 | PA      | $16681.16     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992540.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14085 | PA      | $13941.38     | 0.00%             | 2026-11-08      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6133158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21065 | PA      | $20164.19     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991042359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1221 | PA      | $1239.40      | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28784 | PA      | $27568.90     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $610.58       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184167764.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11678 | PA      | $11589.05     | 0.00%             | 2024-12-16      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989312.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3297 | PA      | $3271.38      | 0.00%             | 2026-11-08      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5316278.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       973 | PA      | $954.15       | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991428519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $87.66        | 0.00%             | 2023-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.75        | 0.00%             | 2023-11-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11495 | PA      | $10751.80     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223479.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $25.15        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620684.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3301 | PA      | $3302.53      | 0.00%             | 2024-08-25      | Fixed         | 15.61%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31390LWE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2733 | PA      | $2832.25      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1663 | PA      | $1583.03      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991022677.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $1055.07      | 0.00%             | 2024-11-10      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991235969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $251.65       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $18.64        | 0.00%             | 2023-11-20      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193135.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $8.01         | 0.00%             | 2024-11-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $18.65        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5870771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12382 | PA      | $11911.80     | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5736622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $140.26       | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5740777.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2357 | PA      | $2298.03      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $150.45       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $46.34        | 0.00%             | 2023-11-14      | Fixed         | 18.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991344153.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.25         | 0.00%             | 2028-02-25      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074193.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7705 | PA      | $7636.87      | 0.00%             | 2026-11-18      | Fixed         | 12.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100639.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.79         | 0.00%             | 2028-02-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5782216.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3620 | PA      | $3533.23      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $180.67       | 0.00%             | 2024-11-20      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.44         | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158967.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $7.37         | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6219195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1257 | PA      | $1165.26      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10243564.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16742 | PA      | $16818.04     | 0.00%             | 2026-08-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157632.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $1342.58      | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173395883.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17462 | PA      | $16556.88     | 0.00%             | 2025-12-31      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5782195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1128 | PA      | $1059.66      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183437929.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21319 | PA      | $21069.06     | 0.00%             | 2026-11-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121275.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4101 | PA      | $4073.11      | 0.00%             | 2024-11-15      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3024 | PA      | $1965.21      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297679.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4327 | PA      | $3994.07      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991322375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       742 | PA      | $454.43       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171825004.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17895 | PA      | $17422.90     | 0.00%             | 2025-11-26      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991297237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $211.34       | 0.00%             | 2024-12-08      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6194068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6864 | PA      | $6312.58      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $188.96       | 0.00%             | 2024-12-06      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878256.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7934 | PA      | $7858.29      | 0.00%             | 2026-10-19      | Fixed         | 9.69%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1605623.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9541 | PA      | $9129.50      | 0.00%             | 2026-08-16      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       459 | PA      | $450.15       | 0.00%             | 2023-11-15      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996051.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6617 | PA      | $6523.82      | 0.00%             | 2026-11-08      | Fixed         | 22.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991009808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $80.10        | 0.00%             | 2024-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10258074.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13928 | PA      | $14161.10     | 0.00%             | 2026-08-23      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216129.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $435.65       | 0.00%             | 2024-11-28      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $172.49       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145131.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $55.00        | 0.00%             | 2023-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $47.71        | 0.00%             | 2023-11-12      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995168.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8433 | PA      | $8318.62      | 0.00%             | 2026-11-08      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6204690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6924 | PA      | $6158.08      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5613314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       422 | PA      | $347.12       | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.58        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150582.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $70.24        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       694 | PA      | $689.36       | 0.00%             | 2024-11-22      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991021327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $175.26       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618121.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5639 | PA      | $5452.35      | 0.00%             | 2025-01-24      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5979085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17779 | PA      | $17181.59     | 0.00%             | 2024-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $459.53       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991048668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1783 | PA      | $1865.07      | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205557.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $1200.22      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182350782.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21673 | PA      | $16985.48     | 0.00%             | 2026-10-20      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6204554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4691 | PA      | $4404.97      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CIFC Funding Ltd.                                                               | CIFC Funding Ltd., Series 2022-2A, Class A1                                        | CUSIP: 12567MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  23690000 | PA      | $23313269.06  | 0.66%             | 2035-04-19      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183459.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $681.70       | 0.00%             | 2024-11-19      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074536.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4910 | PA      | $4867.57      | 0.00%             | 2026-11-18      | Fixed         | 12.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6146025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57834 | PA      | $44096.04     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743110.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4558 | PA      | $4444.41      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083178.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.03         | 0.00%             | 2023-11-19      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08114000.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17938 | PA      | $18186.41     | 0.00%             | 2026-08-10      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1661406.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11365 | PA      | $10854.75     | 0.00%             | 2026-11-05      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $248.01       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       444 | PA      | $461.44       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5164998.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1426 | PA      | $407.90       | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6124069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6936 | PA      | $6670.16      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $166.73       | 0.00%             | 2024-11-08      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.17         | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611926.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $590.00       | 0.00%             | 2024-08-23      | Fixed         | 17.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $1061.05      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $121.58       | 0.00%             | 2023-12-20      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6225068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33628 | PA      | $31449.89     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091194.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $11.99        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182934535.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23618 | PA      | $23419.94     | 0.00%             | 2024-11-08      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1831 | PA      | $1856.79      | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214629.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4862 | PA      | $700.45       | 0.00%             | 2025-10-09      | Fixed         | 23.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $223.84       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184008894.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6988 | PA      | $6927.92      | 0.00%             | 2024-12-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988349.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2924 | PA      | $2900.85      | 0.00%             | 2026-11-08      | Fixed         | 24.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991332593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $0.00         | 0.00%             | 2024-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09331237.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5629 | PA      | $5665.22      | 0.00%             | 2024-07-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1013 | PA      | $1039.47      | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       490 | PA      | $495.08       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880453.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2757 | PA      | $2732.45      | 0.00%             | 2024-10-19      | Fixed         | 8.07%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319360.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13036 | PA      | $12140.75     | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5610367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       442 | PA      | $434.13       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31403AN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18278 | PA      | $18608.78     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217516.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1302 | PA      | $1291.31      | 0.00%             | 2026-12-09      | Fixed         | 24.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.11         | 0.00%             | 2028-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.61        | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.30        | 0.00%             | 2023-12-08      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12189756.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27840 | PA      | $27786.63     | 0.00%             | 2027-03-04      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1316 | PA      | $1236.14      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160546.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $594.60       | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183287166.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9511 | PA      | $1752.43      | 0.00%             | 2024-11-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5949950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2443 | PA      | $2153.81      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $300.66       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6006563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17933 | PA      | $15996.91     | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180996.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $82.49        | 0.00%             | 2023-11-29      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6050967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1458 | PA      | $994.33       | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.29        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4109 | PA      | $3851.01      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1864741.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4919 | PA      | $4860.39      | 0.00%             | 2026-10-19      | Fixed         | 16.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $127.20       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36213VMK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5531 | PA      | $5741.86      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       748 | PA      | $525.64       | 0.00%             | 2024-12-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130390.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $200.28       | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.74        | 0.00%             | 2024-11-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       323 | PA      | $330.58       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5249336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12743 | PA      | $9502.23      | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099366.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $59.69        | 0.00%             | 2023-11-19      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036390.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       992 | PA      | $939.70       | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5829252.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5837 | PA      | $5104.67      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6258783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17889 | PA      | $15663.50     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112802.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $902.04       | 0.00%             | 2025-01-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1989679.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10343 | PA      | $733.86       | 0.00%             | 2027-09-08      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $0.00         | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182970406.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26581 | PA      | $816.98       | 0.00%             | 2026-11-05      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074611.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21540 | PA      | $21431.87     | 0.00%             | 2026-11-18      | Fixed         | 22.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $83.68        | 0.00%             | 2023-11-15      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5584489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4779 | PA      | $4665.43      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613140.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7866 | PA      | $7549.38      | 0.00%             | 2026-08-24      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6249559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1494 | PA      | $1422.69      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $169.52       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097256.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $459.56       | 0.00%             | 2024-11-11      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5090043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       377 | PA      | $335.17       | 0.00%             | 2023-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333513.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3749 | PA      | $3781.00      | 0.00%             | 2024-01-07      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995019.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1489 | PA      | $1476.66      | 0.00%             | 2026-11-08      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616794.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9128 | PA      | $2548.70      | 0.00%             | 2024-08-24      | Fixed         | 12.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10766953.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44974 | PA      | $45074.45     | 0.00%             | 2026-11-23      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10561269.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3157 | PA      | $3177.24      | 0.00%             | 2024-01-02      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $33.94        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2959 | PA      | $1196.58      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991333179.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.94        | 0.00%             | 2024-12-02      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139072.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $204.33       | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183485184.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4948 | PA      | $4808.33      | 0.00%             | 2026-11-23      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $667.22       | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170640.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.78        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.61         | 0.00%             | 2023-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4551 | PA      | $4316.76      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767906.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1021 | PA      | $973.28       | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6306271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7079 | PA      | $6635.93      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2123 | PA      | $1947.82      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407ERW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546346 | PA      | $568424.50    | 0.02%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215442.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2374 | PA      | $2340.08      | 0.00%             | 2026-12-09      | Fixed         | 16.68%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183653450.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14958 | PA      | $14740.18     | 0.00%             | 2027-01-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $23.19        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31411KE74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       735 | PA      | $747.97       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247374.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       849 | PA      | $859.25       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $343.33       | 0.00%             | 2024-11-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706754.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12694 | PA      | $7467.67      | 0.00%             | 2024-09-13      | Fixed         | 16.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705881.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4352 | PA      | $4328.83      | 0.00%             | 2026-09-13      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989128.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1626 | PA      | $1611.23      | 0.00%             | 2024-11-08      | Fixed         | 11.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5793198.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14656 | PA      | $11859.77     | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074718.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1062 | PA      | $1053.14      | 0.00%             | 2024-11-18      | Fixed         | 28.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $67.99        | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31412LB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12639 | PA      | $13244.21     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $495.75       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615756.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8236 | PA      | $8223.84      | 0.00%             | 2026-08-24      | Fixed         | 23.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $784.59       | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901924.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2325 | PA      | $1953.42      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133777.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1937 | PA      | $131.93       | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2097 | PA      | $144.69       | 0.00%             | 2024-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226130.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $1420.19      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879752.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $-33.36       | -0.00%            | 2026-10-19      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10622691.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10782 | PA      | $10764.36     | 0.00%             | 2026-10-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5596856.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       452 | PA      | $442.74       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $683.38       | 0.00%             | 2024-11-24      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $362.92       | 0.00%             | 2024-11-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181746904.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24801 | PA      | $23926.88     | 0.00%             | 2026-11-05      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3665 | PA      | $3097.27      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5319254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $210.22       | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $246.46       | 0.00%             | 2024-11-17      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649938.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3987 | PA      | $3850.67      | 0.00%             | 2024-10-29      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991354349.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $85.96        | 0.00%             | 2024-12-10      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10170262.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12583 | PA      | $12760.40     | 0.00%             | 2026-10-01      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $1226.40      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991356417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $220.78       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096499.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.81        | 0.00%             | 2024-11-13      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219823.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4870 | PA      | $4806.12      | 0.00%             | 2026-12-10      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $729.13       | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097769.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $11.83        | 0.00%             | 2023-11-15      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121647.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1278 | PA      | $1295.15      | 0.00%             | 2024-11-25      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151110.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $66.89        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10091267.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9989 | PA      | $10138.56     | 0.00%             | 2026-10-20      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779093.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15514 | PA      | $14132.74     | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618797.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2701 | PA      | $2677.25      | 0.00%             | 2024-08-25      | Fixed         | 27.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879612.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7743 | PA      | $7704.31      | 0.00%             | 2026-10-19      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4973901.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1788 | PA      | $597.51       | 0.00%             | 2023-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5612514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2150 | PA      | $2086.59      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $15.08        | 0.00%             | 2023-11-13      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       419 | PA      | $427.92       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991804.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6626 | PA      | $6554.94      | 0.00%             | 2026-11-08      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991312216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $180.57       | 0.00%             | 2024-12-19      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991372402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.32        | 0.00%             | 2024-12-12      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5689201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2422 | PA      | $2099.28      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410905.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8993 | PA      | $649.16       | 0.00%             | 2026-07-09      | Fixed         | 21.33%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183892244.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18098 | PA      | $17970.18     | 0.00%             | 2024-12-29      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991515407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $208.85       | 0.00%             | 2024-12-16      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $16.02        | 0.00%             | 2024-11-10      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184075164.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26794 | PA      | $26222.33     | 0.00%             | 2026-12-29      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159372.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $21.84        | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10480948.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14947 | PA      | $15075.89     | 0.00%             | 2026-10-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5989445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       451 | PA      | $442.70       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $60.16        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $210.49       | 0.00%             | 2024-11-18      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183434269.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6655 | PA      | $6501.55      | 0.00%             | 2026-11-30      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233225.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $68.21        | 0.00%             | 2023-11-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613633.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6329 | PA      | $5967.18      | 0.00%             | 2026-08-24      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648529.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1349 | PA      | $1301.59      | 0.00%             | 2024-11-02      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4637979.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       654 | PA      | $548.33       | 0.00%             | 2023-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6017437.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8253 | PA      | $7091.06      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $1036.24      | 0.00%             | 2024-11-26      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991354178.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $0.79         | 0.00%             | 2027-10-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09374305.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11576 | PA      | $11764.48     | 0.00%             | 2026-07-10      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204642.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.22        | 0.00%             | 2023-11-14      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991243560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.84        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2883 | PA      | $219.97       | 0.00%             | 2024-11-20      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1614717.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2088 | PA      | $2042.67      | 0.00%             | 2026-08-17      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991318082.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $0.62         | 0.00%             | 2027-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991311832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.59        | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619251.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1823 | PA      | $1822.67      | 0.00%             | 2026-08-25      | Fixed         | 24.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5035644.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $359.01       | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $84.37        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010389.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20141 | PA      | $18449.84     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679077.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16846 | PA      | $16052.87     | 0.00%             | 2026-12-15      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5076465.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $500.35       | 0.00%             | 2023-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5398394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       777 | PA      | $434.81       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226251.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $426.42       | 0.00%             | 2023-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $60.86        | 0.00%             | 2024-11-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2299 | PA      | $2240.35      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276906.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $267.52       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6273246.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14920 | PA      | $14010.15     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $3.10         | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075040.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11393 | PA      | $11293.26     | 0.00%             | 2026-11-18      | Fixed         | 11.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $92.74        | 0.00%             | 2023-11-22      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3208 | PA      | $2945.09      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5289829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1593 | PA      | $1542.97      | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09070140.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11772 | PA      | $11975.50     | 0.00%             | 2026-06-12      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5629174.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1344 | PA      | $1310.99      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649821.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9057 | PA      | $8757.38      | 0.00%             | 2026-10-28      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5275908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $482.00       | 0.00%             | 2023-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991053580.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.11         | 0.00%             | 2024-11-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $91.98        | 0.00%             | 2023-11-29      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129310.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $47.37        | 0.00%             | 2023-11-18      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $965.05       | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $726.69       | 0.00%             | 2024-11-19      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9911 | PA      | $9404.75      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6002955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25876 | PA      | $24096.50     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $61.17        | 0.00%             | 2023-11-14      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1703114.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2129 | PA      | $2115.04      | 0.00%             | 2024-09-13      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5364883.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9502 | PA      | $6475.55      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $50.68        | 0.00%             | 2023-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222524.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2365 | PA      | $2344.80      | 0.00%             | 2026-12-10      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991045101.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $67.75        | 0.00%             | 2023-11-10      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991053798.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1706 | PA      | $1697.32      | 0.00%             | 2024-11-13      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072180.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17621 | PA      | $17503.38     | 0.00%             | 2027-04-18      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $297.38       | 0.00%             | 2024-11-19      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705816.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3518 | PA      | $1018.81      | 0.00%             | 2026-09-13      | Fixed         | 30.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1195 | PA      | $673.50       | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216810.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17697 | PA      | $1271.22      | 0.00%             | 2026-12-09      | Fixed         | 22.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4818987.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $414.54       | 0.00%             | 2023-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182874527.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16662 | PA      | $16507.39     | 0.00%             | 2024-11-03      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940255.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       950 | PA      | $894.73       | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09054133.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7818 | PA      | $7950.11      | 0.00%             | 2026-06-08      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219336.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8131 | PA      | $8065.92      | 0.00%             | 2026-12-10      | Fixed         | 7.29%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183180134.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29566 | PA      | $29105.37     | 0.00%             | 2026-11-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4323 | PA      | $3965.15      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $344.70       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163371603.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5182 | PA      | $4689.11      | 0.00%             | 2025-03-13      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991486110.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.61        | 0.00%             | 2024-12-20      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $30.13        | 0.00%             | 2024-11-10      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183585296.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6972 | PA      | $6863.48      | 0.00%             | 2024-12-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991231578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3373 | PA      | $3341.13      | 0.00%             | 2024-11-14      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1619681.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7972 | PA      | $7982.77      | 0.00%             | 2026-08-25      | Fixed         | 27.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.58        | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991237854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $225.41       | 0.00%             | 2024-11-21      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1620587.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45069 | PA      | $6662.32      | 0.00%             | 2027-06-25      | Fixed         | 20.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991219562.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.56        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4923622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4778 | PA      | $4380.64      | 0.00%             | 2023-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995404.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6607 | PA      | $6516.05      | 0.00%             | 2026-11-08      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191963.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $308.29       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991368032.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $3.11         | 0.00%             | 2028-02-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1618998.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20134 | PA      | $19498.18     | 0.00%             | 2024-08-23      | Fixed         | 12.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4628862.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8296 | PA      | $2155.97      | 0.00%             | 2023-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991341264.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       320 | PA      | $22.06        | 0.00%             | 2024-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11036230.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14598 | PA      | $14580.56     | 0.00%             | 2027-01-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319086.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10404 | PA      | $9688.72      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5407531.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $666.51       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216209.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $104.93       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619610.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3974 | PA      | $3938.95      | 0.00%             | 2026-08-25      | Fixed         | 17.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133215.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $71.33        | 0.00%             | 2024-11-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08950723.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11561 | PA      | $11754.40     | 0.00%             | 2026-05-21      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128360.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.58        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074894.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8282 | PA      | $8198.25      | 0.00%             | 2024-11-18      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881555.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5440 | PA      | $5117.96      | 0.00%             | 2026-10-19      | Fixed         | 17.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $217.49       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172486420.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $820.35       | 0.00%             | 2023-12-02      | Fixed         | 19.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991065337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $85.07        | 0.00%             | 2024-11-14      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5562437.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $133.47       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183127870.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5120 | PA      | $5043.73      | 0.00%             | 2026-11-18      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $69.63        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $256.05       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5882516.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2530 | PA      | $2194.65      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $3.28         | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5595097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20803 | PA      | $20333.81     | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184051226.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25995 | PA      | $19898.00     | 0.00%             | 2025-04-20      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12133 | PA      | $11318.92     | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.45        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $217.55       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991073730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $25.69        | 0.00%             | 2024-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902415.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $765.53       | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5973189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28997 | PA      | $26908.49     | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119988.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $104.48       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183766217.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5913 | PA      | $5796.22      | 0.00%             | 2024-12-06      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $133.60       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991319714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $177.00       | 0.00%             | 2024-12-17      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  17625000 | PA      | $-700628.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5364847.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $305.34       | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176060.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $75.29        | 0.00%             | 2023-11-13      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215071.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3983 | PA      | $3950.22      | 0.00%             | 2026-12-09      | Fixed         | 25.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1989633.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4853 | PA      | $4801.57      | 0.00%             | 2026-11-08      | Fixed         | 11.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219311.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16549 | PA      | $16316.46     | 0.00%             | 2026-12-10      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6132687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13834 | PA      | $13117.69     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880129.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2855 | PA      | $2839.80      | 0.00%             | 2026-10-19      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134848.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $88.08        | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991055595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       722 | PA      | $49.86        | 0.00%             | 2024-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991094103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       690 | PA      | $684.31       | 0.00%             | 2024-11-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | Port Authority of New York & New Jersey, Series 191                                | CUSIP: 73358WXP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   4570000 | PA      | $4434316.24   | 0.13%             | 2045-06-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991054638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $65.19        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183684135.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12132 | PA      | $11879.14     | 0.00%             | 2026-12-06      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991050735.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $56.38        | 0.00%             | 2023-11-14      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4914236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       639 | PA      | $584.08       | 0.00%             | 2023-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       777 | PA      | $710.48       | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11104135.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29909 | PA      | $30349.23     | 0.00%             | 2026-01-03      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991329494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $264.76       | 0.00%             | 2024-12-09      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 5 Year Notes                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2466 | NC      | $2651820.09   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1605407.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3535 | PA      | $3466.50      | 0.00%             | 2024-08-16      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103603.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $240.80       | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5998129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3038 | PA      | $2132.07      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5967134.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2165 | PA      | $2071.19      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8346 | PA      | $7715.28      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11384 | PA      | $10983.19     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3542 | PA      | $1911.79      | 0.00%             | 2023-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $368.08       | 0.00%             | 2024-11-19      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36295QGR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3829 | PA      | $3973.11      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $913.79       | 0.00%             | 2024-12-07      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $112.65       | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $0.88         | 0.00%             | 2027-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263857.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $2.57         | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636506.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12835 | PA      | $12383.67     | 0.00%             | 2026-09-24      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114774.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $223.17       | 0.00%             | 2023-11-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2871 | PA      | $2724.46      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638459.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3609 | PA      | $0.00         | 0.00%             | 2024-09-28      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990253.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4113 | PA      | $297.66       | 0.00%             | 2026-11-08      | Fixed         | 19.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $118.59       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157290.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $64.71        | 0.00%             | 2023-11-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218351.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       827 | PA      | $818.73       | 0.00%             | 2026-12-09      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991017635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1608 | PA      | $1622.74      | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.49        | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       705 | PA      | $702.37       | 0.00%             | 2024-12-20      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15972 | PA      | $14888.54     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5596912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4555 | PA      | $4414.91      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4707828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $75.58        | 0.00%             | 2023-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $186.60       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6004753.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7828 | PA      | $6906.90      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299810.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $150.99       | 0.00%             | 2024-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217826.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2860 | PA      | $2813.82      | 0.00%             | 2024-12-09      | Fixed         | 23.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1135 | PA      | $1102.57      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09812236.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17616 | PA      | $17942.94     | 0.00%             | 2026-08-26      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11387733.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3060 | PA      | $3015.45      | 0.00%             | 2027-01-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6292341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22441 | PA      | $20793.49     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $61.07        | 0.00%             | 2023-11-22      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877810.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1367 | PA      | $1355.10      | 0.00%             | 2024-10-19      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5396015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5645 | PA      | $5492.47      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $552.29       | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $23.88        | 0.00%             | 2023-11-29      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $195.68       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991497562.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.82        | 0.00%             | 2024-12-17      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $82.97        | 0.00%             | 2023-11-26      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14819 | PA      | $14360.60     | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991283740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $95.08        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646105.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2787 | PA      | $2715.80      | 0.00%             | 2024-11-01      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164222970.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17979 | PA      | $17548.78     | 0.00%             | 2025-01-07      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174206502.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25232 | PA      | $18920.68     | 0.00%             | 2026-07-04      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5508126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $284.24       | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4987448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       835 | PA      | $770.43       | 0.00%             | 2023-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5793868.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11635 | PA      | $11312.91     | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $0.00         | 0.00%             | 2027-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.33        | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2940 | PA      | $2803.72      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36206JHF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1209 | PA      | $1207.53      | 0.00%             | 2025-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183355832.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21578 | PA      | $21069.77     | 0.00%             | 2026-11-19      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216987.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8452 | PA      | $8313.03      | 0.00%             | 2026-12-09      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183799901.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8511 | PA      | $8271.86      | 0.00%             | 2026-12-06      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10517 | PA      | $9655.24      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126266.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $1829.15      | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574449.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8365 | PA      | $7951.66      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991061724.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $240.02       | 0.00%             | 2023-11-13      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991383476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6942 | PA      | $6893.03      | 0.00%             | 2024-12-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217794.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1429 | PA      | $1413.03      | 0.00%             | 2024-12-09      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222111.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4689 | PA      | $4624.45      | 0.00%             | 2026-12-10      | Fixed         | 18.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654496.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8161 | PA      | $7847.64      | 0.00%             | 2026-11-10      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5758183.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2373 | PA      | $2298.77      | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182863664.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2888 | PA      | $2855.32      | 0.00%             | 2024-11-02      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $-0.16        | -0.00%            | 2027-10-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1377 | PA      | $946.81       | 0.00%             | 2024-11-18      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5157176.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5038 | PA      | $4746.08      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5123 | PA      | $4863.82      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10209954.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10373 | PA      | $10538.74     | 0.00%             | 2026-09-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118128.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $147.13       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $169.20       | 0.00%             | 2024-12-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $142.54       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5545 | PA      | $5328.41      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182390204.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12269 | PA      | $12184.02     | 0.00%             | 2024-11-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5617828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4814 | PA      | $4705.32      | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6189324.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5878 | PA      | $5573.40      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6022135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2380 | PA      | $2299.97      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142742.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $126.30       | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616132.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $994.40       | 0.00%             | 2026-08-24      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5155089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.48        | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $70.23        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1107 | PA      | $1085.18      | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1984 | PA      | $1005.28      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127870.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $138.95       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $664.73       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183691663.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5463 | PA      | $5257.92      | 0.00%             | 2024-12-02      | Fixed         | 13.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991348696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $106.11       | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934899.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $425.01       | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991021901.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $162.63       | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923397.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16331 | PA      | $15775.42     | 0.00%             | 2024-03-21      | 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 2020-2, Class PT  | CUSIP: 21056TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    956711 | PA      | $906766.13    | 0.03%             | 2045-03-15      | Variable      | 15.34%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4671393.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1707 | PA      | $387.48       | 0.00%             | 2023-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11376181.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10835 | PA      | $10966.99     | 0.00%             | 2025-11-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5538456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7494 | PA      | $6919.79      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991055488.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $184.27       | 0.00%             | 2023-11-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31391XH93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51468 | PA      | $50476.80     | 0.00%             | 2032-10-01      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $299.84       | 0.00%             | 2023-11-26      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162173.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.51        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09109841.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $1697.37      | 0.00%             | 2023-05-04      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991093963.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $285.22       | 0.00%             | 2024-11-21      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211917.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.41        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220236.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17849 | PA      | $17664.15     | 0.00%             | 2026-12-10      | Fixed         | 11.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6282690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3875 | PA      | $3601.38      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3132D6CM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    735732 | PA      | $706301.46    | 0.02%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5716127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4912 | PA      | $4591.18      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.57        | 0.00%             | 2023-11-10      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183319106.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6765 | PA      | $6721.77      | 0.00%             | 2024-11-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4867919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6047 | PA      | $1425.21      | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11277746.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8637 | PA      | $8667.00      | 0.00%             | 2026-12-21      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5738077.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15667 | PA      | $15048.93     | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5069032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5673 | PA      | $2048.40      | 0.00%             | 2023-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184003319.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8527 | PA      | $8296.06      | 0.00%             | 2026-12-09      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7138 | PA      | $6685.92      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183538925.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9331 | PA      | $9286.26      | 0.00%             | 2024-11-29      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991354049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $185.33       | 0.00%             | 2024-12-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202524.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.10         | 0.00%             | 2028-02-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214900.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $83.45        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       720 | PA      | $739.35       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5566292.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6987 | PA      | $6287.99      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166803.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.01         | 0.00%             | 2023-11-13      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184017594.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13626 | PA      | $13378.87     | 0.00%             | 2026-12-10      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5399792.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2225 | PA      | $1874.11      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262902.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $0.00         | 0.00%             | 2027-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $202.11       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10213964.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14490 | PA      | $14663.47     | 0.00%             | 2026-08-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991349861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.45        | 0.00%             | 2024-12-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $75.58        | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991295815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $201.19       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259824.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.98         | 0.00%             | 2028-01-25      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991288025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $52.86        | 0.00%             | 2023-12-15      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155546.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       351 | PA      | $355.74       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210036.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1295 | PA      | $893.63       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221919.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4804 | PA      | $4723.35      | 0.00%             | 2026-12-10      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10158390.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31040 | PA      | $31490.85     | 0.00%             | 2026-09-21      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183862022.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5361 | PA      | $494.12       | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991047937.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $194.47       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286648.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $177.69       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $455.91       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11317083.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9136 | PA      | $9065.68      | 0.00%             | 2027-01-03      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $372.22       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138116.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $235.51       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       548 | PA      | $555.16       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $333.99       | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071747.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5085 | PA      | $5026.17      | 0.00%             | 2027-04-18      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991287925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $184.08       | 0.00%             | 2023-12-19      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       541 | PA      | $556.90       | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  10500000 | PA      | $-1353602.99  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2806 | PA      | $2474.91      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5469350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       407 | PA      | $393.47       | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6183538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13983 | PA      | $13157.90     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.00         | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10291582.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16256 | PA      | $16364.20     | 0.00%             | 2026-10-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5002638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2140 | PA      | $1282.24      | 0.00%             | 2023-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $555.11       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215729.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13138 | PA      | $13019.62     | 0.00%             | 2026-12-09      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128162.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $170.22       | 0.00%             | 2024-11-13      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4609493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1353 | PA      | $691.10       | 0.00%             | 2023-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1703901.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8887 | PA      | $8869.48      | 0.00%             | 2028-09-13      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5664038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20967 | PA      | $8798.08      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183590285.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17452 | PA      | $17156.19     | 0.00%             | 2026-12-16      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705224.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19554 | PA      | $19353.44     | 0.00%             | 2026-09-13      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169645.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       410 | PA      | $419.84       | 0.00%             | 2024-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6189975.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $850.00       | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.40         | 0.00%             | 2027-10-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153797.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1468 | PA      | $1318.19      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650998.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12295 | PA      | $11808.54     | 0.00%             | 2026-11-05      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $-0.18        | -0.00%            | 2028-01-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991301519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $246.31       | 0.00%             | 2023-12-13      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $-9.75        | -0.00%            | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2242 | PA      | $2331.78      | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161239.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $150.06       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5861 | PA      | $3736.06      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122036.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $79.12        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $43.67        | 0.00%             | 2023-11-26      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09352030.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2264 | PA      | $2276.34      | 0.00%             | 2023-05-25      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $475.63       | 0.00%             | 2024-11-15      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.94        | 0.00%             | 2023-11-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359251.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       856 | PA      | $120.57       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5344 | PA      | $5125.39      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6121234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2681 | PA      | $2545.10      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $4.06         | 0.00%             | 2024-11-24      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991248040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $285.94       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09238269.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37581 | PA      | $38260.13     | 0.00%             | 2026-06-28      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775630.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4108 | PA      | $2270.63      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991016360.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $339.25       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215001.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3427 | PA      | $3376.54      | 0.00%             | 2026-12-10      | Fixed         | 25.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991066723.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $284.64       | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $186.03       | 0.00%             | 2023-11-27      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1704923.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2298 | PA      | $662.50       | 0.00%             | 2026-09-13      | Fixed         | 29.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5979915.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3052 | PA      | $2606.07      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25312483.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10402 | PA      | $10905.26     | 0.00%             | 2024-12-18      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $1273.85      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5498759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $96.76        | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5629056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $715.63       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11785448.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15737 | PA      | $15911.04     | 0.00%             | 2026-02-11      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182185437.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14275 | PA      | $10818.21     | 0.00%             | 2027-05-29      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $21.49        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216013.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3204 | PA      | $3174.25      | 0.00%             | 2026-12-09      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991295168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $19.27        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977153.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8708 | PA      | $6466.13      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991389074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $94.24        | 0.00%             | 2023-12-09      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058137.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $49.37        | 0.00%             | 2024-11-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876344.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2395 | PA      | $2351.01      | 0.00%             | 2025-03-19      | Fixed         | 21.57%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183842381.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8648 | PA      | $8611.56      | 0.00%             | 2024-12-07      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991374468.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $116.78       | 0.00%             | 2023-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158154.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4794 | PA      | $4563.43      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5332044.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $470.97       | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2977 | PA      | $2414.62      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $231.19       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $41.78        | 0.00%             | 2023-11-30      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09322470.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22246 | PA      | $22594.94     | 0.00%             | 2026-07-05      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $312.35       | 0.00%             | 2024-11-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991423157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       590 | PA      | $583.64       | 0.00%             | 2024-12-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2314 | PA      | $2161.54      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182428388.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14810 | PA      | $0.00         | 0.00%             | 2024-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6224796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9710 | PA      | $9182.94      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154605.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6181 | PA      | $5806.24      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076711.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       552 | PA      | $548.58       | 0.00%             | 2024-11-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268970.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $572.21       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5839914.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1263 | PA      | $1229.24      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161751.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $186.04       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5339153.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1050 | PA      | $735.34       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261928.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25388 | PA      | $23649.83     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 25141055.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2446 | PA      | $2466.10      | 0.00%             | 2023-05-11      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11341001.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5470 | PA      | $5529.93      | 0.00%             | 2024-01-09      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991023319.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $424.21       | 0.00%             | 2024-11-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.16        | 0.00%             | 2028-02-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5887960.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $1460.76      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169889.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       468 | PA      | $473.10       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4926699.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $1142.00      | 0.00%             | 2023-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205449.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $35.80        | 0.00%             | 2023-11-09      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $60.16        | 0.00%             | 2024-11-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715552.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4524 | PA      | $4387.39      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991227727.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $616.20       | 0.00%             | 2023-12-06      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5391069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3852 | PA      | $3669.71      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183970462.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2623 | PA      | $2549.68      | 0.00%             | 2026-12-09      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1656.54      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179512.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.33        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4096 | PA      | $3924.91      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $45.92        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218057.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3000 | PA      | $2967.40      | 0.00%             | 2024-12-09      | Fixed         | 12.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251055.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $1.89         | 0.00%             | 2028-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183426450.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30527 | PA      | $23292.22     | 0.00%             | 2027-03-31      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5114309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1585 | PA      | $917.63       | 0.00%             | 2023-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6171183.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4468 | PA      | $4243.89      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6313201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13934 | PA      | $12879.57     | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991042011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3118 | PA      | $648.62       | 0.00%             | 2024-11-12      | Fixed         | 17.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991292756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $47.88        | 0.00%             | 2024-12-18      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171972764.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4554 | PA      | $4468.15      | 0.00%             | 2023-11-13      | Fixed         | 8.46%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657059.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13374 | PA      | $12880.70     | 0.00%             | 2026-10-29      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182786422.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8986 | PA      | $6885.13      | 0.00%             | 2024-11-16      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.06        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6286637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $346.45       | 0.00%             | 2024-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1642 | PA      | $1452.00      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263847.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $119.53       | 0.00%             | 2024-11-19      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183261327.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11850 | PA      | $2029.74      | 0.00%             | 2024-11-16      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245804.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.16        | 0.00%             | 2023-11-30      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| LCM XVIII LP                                                                    | LCM XVIII LP, Series 18A, Class BR                                                 | CUSIP: 50188GAU7<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |   1090000 | PA      | $1066438.27   | 0.03%             | 2031-04-20      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251644.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $5.49         | 0.00%             | 2023-11-30      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167898599.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       451 | PA      | $449.27       | 0.00%             | 2023-03-06      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176007.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $225.21       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $107.33       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184283871.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17301 | PA      | $17076.53     | 0.00%             | 2026-12-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153861.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1889 | PA      | $1763.69      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136525.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $42.85        | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139013.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1470 | PA      | $208.08       | 0.00%             | 2023-11-27      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $128.35       | 0.00%             | 2023-11-18      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $238.06       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10156728.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10566 | PA      | $10694.44     | 0.00%             | 2026-10-01      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126391.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $80.87        | 0.00%             | 2024-11-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184064152.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17729 | PA      | $6559.16      | 0.00%             | 2026-12-13      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158111.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3755 | PA      | $3712.69      | 0.00%             | 2024-11-13      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $1303.00      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181647.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $95.41        | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108685.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1057 | PA      | $186.45       | 0.00%             | 2026-11-13      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1866351.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2112 | PA      | $2100.80      | 0.00%             | 2026-10-19      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991319283.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $58.14        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991241752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.53        | 0.00%             | 2023-11-29      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $76.19        | 0.00%             | 2023-11-11      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236965.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $293.85       | 0.00%             | 2024-11-28      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $265.97       | 0.00%             | 2023-11-16      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $177.55       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202249.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.08        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $108.09       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184193155.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8351 | PA      | $8230.46      | 0.00%             | 2024-12-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $456.96       | 0.00%             | 2024-11-29      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182196271.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8359 | PA      | $8240.89      | 0.00%             | 2026-10-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31403FNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22628 | PA      | $23079.80     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5936121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $1420.66      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218164.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $1093.38      | 0.00%             | 2023-12-08      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407NRE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154078 | PA      | $156861.69    | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $367.26       | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139342.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2350 | PA      | $2201.93      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $10.92        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1991 | PA      | $1757.90      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184139449.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6246 | PA      | $4832.35      | 0.00%             | 2026-12-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117884.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.20        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833154.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2733 | PA      | $2450.74      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706882.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3745 | PA      | $3696.87      | 0.00%             | 2026-09-13      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033709.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $225.39       | 0.00%             | 2023-11-12      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024658.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.08        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999521.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3281 | PA      | $467.58       | 0.00%             | 2024-11-08      | Fixed         | 15.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4655501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4154 | PA      | $1253.89      | 0.00%             | 2023-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $1163.89      | 0.00%             | 2024-11-28      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31413DD61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19180 | PA      | $20097.62     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173075170.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7629 | PA      | $7397.74      | 0.00%             | 2025-12-22      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6195072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6457 | PA      | $6144.58      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4923742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2389 | PA      | $2278.82      | 0.00%             | 2023-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991240186.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.82        | 0.00%             | 2023-11-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $0.00         | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991311530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.96        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658550.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12103 | PA      | $11616.44     | 0.00%             | 2026-11-02      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $40.42        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5781506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2833 | PA      | $2700.94      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2312 | PA      | $2207.17      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651813.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12111 | PA      | $11688.20     | 0.00%             | 2024-11-02      | Fixed         | 17.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731393.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2404 | PA      | $2325.11      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4451 | PA      | $4262.38      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5958622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30652 | PA      | $27390.63     | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182685.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $71.45        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184107799.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12021 | PA      | $11831.34     | 0.00%             | 2026-12-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6151038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45934 | PA      | $43846.59     | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5408605.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2513 | PA      | $2437.22      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       373 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991890.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2646 | PA      | $2621.38      | 0.00%             | 2026-11-08      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6246128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2083 | PA      | $1915.95      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232706.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $57.09        | 0.00%             | 2024-11-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991303719.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $242.42       | 0.00%             | 2024-12-20      | Fixed         | 16.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2598 | PA      | $2412.80      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039862.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       911 | PA      | $907.32       | 0.00%             | 2024-11-09      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735785.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2262 | PA      | $2093.28      | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214646.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       886 | PA      | $881.98       | 0.00%             | 2024-11-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991321301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $62.74        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10604 | PA      | $10154.38     | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-24      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15623 | PA      | $13466.13     | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615073.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $2550.16      | 0.00%             | 2026-08-24      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187212.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $202.24       | 0.00%             | 2023-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10560067.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16276 | PA      | $16450.22     | 0.00%             | 2026-09-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $235.67       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09017269.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18835 | PA      | $19157.55     | 0.00%             | 2026-06-05      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $59.20        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                   | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |  12200000 | PA      | $10040635.75  | 0.28%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198465.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4390 | PA      | $4351.10      | 0.00%             | 2027-05-09      | Fixed         | 24.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033023.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $94.34        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1989182.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4899 | PA      | $714.93       | 0.00%             | 2026-11-08      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6006836.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $1471.07      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09213296.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22277 | PA      | $22603.69     | 0.00%             | 2026-06-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $191.06       | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2299 | PA      | $2081.74      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13059 | PA      | $12625.46     | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1870902.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1981 | PA      | $143.17       | 0.00%             | 2026-10-19      | Fixed         | 22.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $815.04       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09290922.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15937 | PA      | $16263.29     | 0.00%             | 2026-06-22      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145453.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4091 | PA      | $3890.14      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.85        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.03         | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043243.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $113.14       | 0.00%             | 2024-11-13      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5736796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1450 | PA      | $1394.74      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991343423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $1222.07      | 0.00%             | 2024-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174311.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $249.22       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.01        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991066794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $173.94       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5026378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1579 | PA      | $1022.61      | 0.00%             | 2023-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09771129.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23662 | PA      | $24001.71     | 0.00%             | 2026-08-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877933.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2418 | PA      | $2396.45      | 0.00%             | 2026-10-19      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1156 | PA      | $1110.06      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4948749.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $385.01       | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $195.06       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216167.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5484 | PA      | $5426.85      | 0.00%             | 2027-05-09      | Fixed         | 23.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220942.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3758 | PA      | $3720.10      | 0.00%             | 2026-12-10      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798052.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25468 | PA      | $25366.29     | 0.00%             | 2027-02-12      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618644.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3570 | PA      | $3456.01      | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249093.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185 | PA      | $1179.91      | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31412XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26194 | PA      | $26675.55     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $197.02       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $198.81       | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128F2HB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       611 | PA      | $634.17       | 0.00%             | 2025-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612946.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28782 | PA      | $27402.96     | 0.00%             | 2026-08-23      | Fixed         | 20.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991806.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002 | PA      | $1984.84      | 0.00%             | 2026-11-08      | Fixed         | 8.35%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674668.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6817 | PA      | $6580.54      | 0.00%             | 2024-12-17      | Fixed         | 12.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14849 | PA      | $10323.84     | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991042127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1356 | PA      | $1349.20      | 0.00%             | 2024-11-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $913.86       | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5740155.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $113.39       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588527.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2149 | PA      | $2093.47      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991242660.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       501 | PA      | $506.83       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991444573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $197.78       | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5879111.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8108 | PA      | $7844.05      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1810468.76   | 0.05%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5795085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3864 | PA      | $3673.20      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11304753.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13411 | PA      | $13483.45     | 0.00%             | 2027-04-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5103 | PA      | $4965.88      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4400000 | PA      | $-35267.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5213284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6116 | PA      | $2457.70      | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2071863.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39123 | PA      | $38496.35     | 0.00%             | 2027-04-18      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994443.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8813 | PA      | $8737.97      | 0.00%             | 2026-11-08      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991023718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $38.94        | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $318.79       | 0.00%             | 2024-11-28      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5556890.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1190 | PA      | $1164.03      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $382.70       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.86         | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074575.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3430 | PA      | $3399.76      | 0.00%             | 2024-11-18      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       981 | PA      | $67.04        | 0.00%             | 2024-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6175833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3428 | PA      | $3129.21      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10606420.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23154 | PA      | $23498.81     | 0.00%             | 2025-11-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10916969.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9329 | PA      | $9355.19      | 0.00%             | 2027-01-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5116518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1465 | PA      | $1436.24      | 0.00%             | 2023-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995340.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1452 | PA      | $9.19         | 0.00%             | 2026-11-08      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $443.11       | 0.00%             | 2023-11-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $11.34        | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995628.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1835 | PA      | $1816.42      | 0.00%             | 2024-11-08      | Fixed         | 8.15%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287583.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $904.94       | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991341287.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1063 | PA      | $1052.39      | 0.00%             | 2024-12-09      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11335385.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14769 | PA      | $14969.39     | 0.00%             | 2026-02-04      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219414.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5145 | PA      | $5101.65      | 0.00%             | 2026-12-10      | Fixed         | 29.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $492.96       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991521970.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $138.82       | 0.00%             | 2024-12-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11307931.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4792 | PA      | $4662.27      | 0.00%             | 2025-01-02      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5730163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $569.31       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991041203.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1106 | PA      | $1101.69      | 0.00%             | 2024-11-12      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115278.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       597 | PA      | $601.53       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145311.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $18.35        | 0.00%             | 2024-11-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174084354.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26898 | PA      | $24822.44     | 0.00%             | 2026-01-26      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995433.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3357 | PA      | $3301.90      | 0.00%             | 2026-11-08      | Fixed         | 17.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991301362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $24.16        | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991378952.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $178.20       | 0.00%             | 2024-12-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182251543.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6083 | PA      | $5982.38      | 0.00%             | 2024-10-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991231427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $395.95       | 0.00%             | 2024-12-01      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $73.55        | 0.00%             | 2023-11-20      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $97.28        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880716.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4667 | PA      | $4643.00      | 0.00%             | 2026-10-19      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6313357.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2926 | PA      | $2702.47      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612751.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11793 | PA      | $11674.92     | 0.00%             | 2026-08-23      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182765403.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7863 | PA      | $7660.57      | 0.00%             | 2026-11-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991350184.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $506.55       | 0.00%             | 2024-12-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5244657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9106 | PA      | $8931.90      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991063510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $53.31        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219637.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2673 | PA      | $2650.82      | 0.00%             | 2026-12-10      | Fixed         | 30.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214522.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $1075.91      | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991052618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1385 | PA      | $1460.89      | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999817.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5145 | PA      | $5104.34      | 0.00%             | 2026-11-08      | Fixed         | 23.27%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3133L8KH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09778451.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18278 | PA      | $18487.66     | 0.00%             | 2026-08-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $969.23       | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112073.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $244.66       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $1.87         | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706392.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6257 | PA      | $1801.24      | 0.00%             | 2025-02-13      | Fixed         | 28.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183951356.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12201 | PA      | $12094.18     | 0.00%             | 2024-12-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2277 | PA      | $2294.80      | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4631203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2024 | PA      | $481.46       | 0.00%             | 2023-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071339.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6763 | PA      | $6702.97      | 0.00%             | 2024-11-18      | Fixed         | 23.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5965718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $4087.36      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991038962.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $124.37       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13826 | PA      | $12844.34     | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991375709.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $239.10       | 0.00%             | 2024-12-20      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102485.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $0.00         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703449.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2409 | PA      | $2361.16      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3002 | PA      | $2647.18      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5409884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10104 | PA      | $5684.62      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991318950.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $287.25       | 0.00%             | 2024-12-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11800507.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17066 | PA      | $17246.59     | 0.00%             | 2026-12-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $127.41       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $410.85       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5535542.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2637 | PA      | $1463.63      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183752485.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13913 | PA      | $13808.15     | 0.00%             | 2024-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11360195.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29269 | PA      | $3116.26      | 0.00%             | 2026-12-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5879702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1731 | PA      | $1668.10      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4866709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2919 | PA      | $1434.79      | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11238359.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23637 | PA      | $23698.66     | 0.00%             | 2027-02-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174241094.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4561 | PA      | $4554.20      | 0.00%             | 2024-01-29      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.                  | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1785712.77   | 0.05%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182940029.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4464 | PA      | $4434.30      | 0.00%             | 2024-11-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1662703.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6694 | PA      | $6444.31      | 0.00%             | 2024-11-15      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150692.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       314 | PA      | $7.19         | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5041 | PA      | $4719.05      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224739.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $121.42       | 0.00%             | 2024-11-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12260011.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30977 | PA      | $31017.39     | 0.00%             | 2027-03-14      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070037.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $196.60       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991242783.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $365.52       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1615 | PA      | $1453.43      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995984.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1993 | PA      | $1974.84      | 0.00%             | 2026-11-08      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $40.43        | 0.00%             | 2023-11-20      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280275.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1359 | PA      | $1260.32      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.22        | 0.00%             | 2024-11-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275453.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $166.50       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7239 | PA      | $6833.92      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | Commonwealth of Massachusetts, Series 2020 C                                       | CUSIP: 57582RG34<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    700000 | PA      | $534632.07    | 0.02%             | 2041-07-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996843.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8605 | PA      | $8537.31      | 0.00%             | 2026-11-08      | Fixed         | 24.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       528 | PA      | $551.27       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183355970.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6895 | PA      | $6924.23      | 0.00%             | 2024-11-19      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08991130.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5008 | PA      | $5052.00      | 0.00%             | 2024-05-22      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5338377.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14014 | PA      | $13491.54     | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2069864.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3176 | PA      | $3160.29      | 0.00%             | 2026-11-18      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08690959.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2289 | PA      | $2307.22      | 0.00%             | 2023-09-30      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132858.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $80.72        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.94        | 0.00%             | 2023-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $496.16       | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217284.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4176 | PA      | $4126.53      | 0.00%             | 2027-10-09      | Fixed         | 26.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214428.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2616 | PA      | $2589.56      | 0.00%             | 2024-12-09      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127514.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $7.50         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $1447.29      | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $784.10       | 0.00%             | 2023-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991311758.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $157.09       | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12232521.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10575 | PA      | $10494.48     | 0.00%             | 2027-01-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3843 | PA      | $3610.78      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293065.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3257 | PA      | $2995.72      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $22.29        | 0.00%             | 2023-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12244806.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24977 | PA      | $25286.97     | 0.00%             | 2026-01-22      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23546722.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9394 | PA      | $10031.97     | 0.00%             | 2024-10-22      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930806.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58380 | PA      | $56411.62     | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706350.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16768 | PA      | $16660.21     | 0.00%             | 2026-09-13      | Fixed         | 24.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2852 | PA      | $2762.83      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25293 | PA      | $21259.68     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8833 | PA      | $8281.88      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $421.13       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09354267.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8252 | PA      | $8297.51      | 0.00%             | 2024-07-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $98.81        | 0.00%             | 2024-11-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991318654.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $115.49       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879782.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12804 | PA      | $506.44       | 0.00%             | 2026-10-19      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217603.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5547 | PA      | $5469.02      | 0.00%             | 2026-12-09      | Fixed         | 17.91%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183935167.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17020 | PA      | $16136.74     | 0.00%             | 2026-12-13      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $162.11       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298763.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $178.12       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183909323.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11956 | PA      | $11897.88     | 0.00%             | 2026-12-07      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11355890.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33788 | PA      | $34192.48     | 0.00%             | 2027-01-07      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121979.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.13        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159172.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $23.01        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039478.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1228 | PA      | $783.91       | 0.00%             | 2025-01-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997810.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1859 | PA      | $1842.17      | 0.00%             | 2026-11-08      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $133.20       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835322.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       416 | PA      | $406.02       | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5669327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $2061.14      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $127.79       | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5751668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $1356.68      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216679.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $37.64        | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.49         | 0.00%             | 2023-12-01      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5243677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $514.98       | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09790905.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12342 | PA      | $12555.01     | 0.00%             | 2026-08-24      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217488.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $246.32       | 0.00%             | 2026-12-09      | Fixed         | 22.29%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10710819.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14870 | PA      | $15032.64     | 0.00%             | 2026-10-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208225.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.37        | 0.00%             | 2023-11-11      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304189.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $197.14       | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164225.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $84.99        | 0.00%             | 2023-11-26      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183840027.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13815 | PA      | $13583.19     | 0.00%             | 2026-12-09      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138036.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $19.70        | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407YEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193991 | PA      | $198926.05    | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6286070.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11560 | PA      | $10839.27     | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154647.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.52        | 0.00%             | 2023-11-17      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323243.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $760.42       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155818.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.04        | 0.00%             | 2023-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706809.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14831 | PA      | $2095.85      | 0.00%             | 2026-09-13      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183518965.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3480 | PA      | $3511.94      | 0.00%             | 2024-11-26      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221600.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8289 | PA      | $8176.66      | 0.00%             | 2026-12-10      | Fixed         | 21.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5171875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4168 | PA      | $3948.60      | 0.00%             | 2023-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.87        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5408785.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4179 | PA      | $3739.46      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $429.88       | 0.00%             | 2023-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269532.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $99.50        | 0.00%             | 2024-12-08      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188540.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $4.45         | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167134704.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $1169.31      | 0.00%             | 2033-02-24      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991021402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.87        | 0.00%             | 2023-11-10      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $350.83       | 0.00%             | 2024-11-18      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885098.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1825 | PA      | $1723.32      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991296195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $563.52       | 0.00%             | 2024-12-20      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10839237.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17117 | PA      | $17346.89     | 0.00%             | 2025-11-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5772431.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1692 | PA      | $1642.36      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221043.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4376 | PA      | $4309.67      | 0.00%             | 2024-12-10      | Fixed         | 26.33%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 128000000 | PA      | $116024999.68 | 3.27%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11323523.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9091 | PA      | $9064.44      | 0.00%             | 2025-01-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4914994.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1067 | PA      | $373.49       | 0.00%             | 2023-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991244839.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $93.39        | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289243.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.08        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4838193.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12756 | PA      | $8985.30      | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991382866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       534 | PA      | $356.79       | 0.00%             | 2024-12-19      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256783.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $77.13        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1816 | PA      | $1733.83      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       694 | PA      | $690.78       | 0.00%             | 2024-11-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5308522.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5098 | PA      | $4892.40      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5995226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15441 | PA      | $14745.41     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613781.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $165.49       | 0.00%             | 2027-06-24      | Fixed         | 20.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991350865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.34        | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $130.40       | 0.00%             | 2023-11-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $258.17       | 0.00%             | 2024-12-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $24.66        | 0.00%             | 2024-11-12      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25795 | PA      | $24536.99     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5371732.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1251 | PA      | $1170.91      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994793.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12201 | PA      | $12074.31     | 0.00%             | 2026-11-08      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6052427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1918 | PA      | $1846.31      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kraft Heinz Foods Co.                                                           | Kraft Heinz Foods Co.                                                              | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3787892.24   | 0.11%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PerkinElmer, Inc.                                                               | PerkinElmer, Inc.                                                                  | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1459950.66   | 0.04%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214906.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $186.64       | 0.00%             | 2023-11-26      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $697.92       | 0.00%             | 2024-12-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183281498.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6765 | PA      | $6718.96      | 0.00%             | 2024-11-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102831.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       399 | PA      | $408.08       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998089.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7699 | PA      | $7566.20      | 0.00%             | 2026-11-08      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220551.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1797 | PA      | $1781.97      | 0.00%             | 2026-12-10      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6206769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2949 | PA      | $2711.17      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991480124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-18      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $107.66       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993496.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1855 | PA      | $133.34       | 0.00%             | 2026-11-08      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| WRKCo, Inc.                                                                     | WRKCo, Inc.                                                                        | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $3985552.91   | 0.11%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5074404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       659 | PA      | $645.06       | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4413 | PA      | $3663.72      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $201.71       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11277041.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20178 | PA      | $19996.84     | 0.00%             | 2027-01-01      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $333.47       | 0.00%             | 2024-12-18      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149232.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $508.20       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $225.43       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183171929.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4164 | PA      | $3265.97      | 0.00%             | 2024-11-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074090.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2571 | PA      | $-6.87        | -0.00%            | 2027-04-18      | Fixed         | 24.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8358 | PA      | $7928.05      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| California Health Facilities Financing Authority                                | California Health Facilities Financing Authority, Series 2019                      | CUSIP: 13032UVK1<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   6810000 | PA      | $5916050.62   | 0.17%             | 2032-06-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6317004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3763 | PA      | $3526.49      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907741.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $99.75        | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6007374.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4644 | PA      | $4385.45      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5046164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2156 | PA      | $628.06       | 0.00%             | 2023-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   4250000 | PA      | $48958.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606783.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1475.50      | 0.00%             | 2024-08-11      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4984992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $513.29       | 0.00%             | 2023-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6252988.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1501 | PA      | $1411.32      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $245.78       | 0.00%             | 2024-11-12      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.26        | 0.00%             | 2023-11-21      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5676096.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       572 | PA      | $441.33       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $73.58        | 0.00%             | 2024-11-27      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224275.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3703 | PA      | $452.28       | 0.00%             | 2024-11-24      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705801.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18543 | PA      | $1316.56      | 0.00%             | 2026-09-13      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $678.45       | 0.00%             | 2024-11-22      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14974 | PA      | $8669.53      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5287207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3595 | PA      | $3492.52      | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193860.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $0.37         | 0.00%             | 2027-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $425.03       | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239632.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3385 | PA      | $3371.11      | 0.00%             | 2024-11-22      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $105.98       | 0.00%             | 2024-12-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $23.85        | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991507545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $217.02       | 0.00%             | 2024-12-18      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6310840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $652.06       | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059943.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $35.55        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184254098.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10178 | PA      | $0.00         | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618242.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11484 | PA      | $11400.01     | 0.00%             | 2026-08-24      | Fixed         | 10.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147261.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7463 | PA      | $7078.02      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183430694.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17664 | PA      | $16820.35     | 0.00%             | 2026-11-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $233.54       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5530002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1652 | PA      | $1445.58      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5237663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       819 | PA      | $781.58       | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $122.02       | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893149.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5376 | PA      | $5158.53      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615059.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3684 | PA      | $3672.99      | 0.00%             | 2024-08-24      | Fixed         | 26.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994098.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12445 | PA      | $12318.83     | 0.00%             | 2026-11-08      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991240082.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1065 | PA      | $1086.56      | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5241268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1247 | PA      | $1206.73      | 0.00%             | 2023-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221345.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2570 | PA      | $2548.56      | 0.00%             | 2026-12-10      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11323384.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27801 | PA      | $28132.85     | 0.00%             | 2027-01-04      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5803272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2612 | PA      | $2512.24      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $568.15       | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $197.10       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183987324.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13940 | PA      | $13672.58     | 0.00%             | 2026-12-09      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.03        | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Eleven Madison Mortgage Trust                                                   | Eleven Madison Mortgage Trust, Series 2015-11MD, Class A                           | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3255000 | PA      | $3053599.15   | 0.09%             | 2035-09-10      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655805.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10028 | PA      | $8880.58      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6200162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10681 | PA      | $10127.09     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181832576.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21503 | PA      | $21687.28     | 0.00%             | 2026-10-18      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $308.93       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10624425.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17076 | PA      | $17335.86     | 0.00%             | 2026-11-16      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1697654.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1589 | PA      | $461.15       | 0.00%             | 2026-09-13      | Fixed         | 31.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991320987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       984 | PA      | $973.70       | 0.00%             | 2024-12-16      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4521 | PA      | $3886.27      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260078.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $81.58        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132339.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $171.83       | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $1627.79      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5308004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       971 | PA      | $393.94       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170389.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.84        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214776.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9929 | PA      | $2843.28      | 0.00%             | 2026-12-09      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $164.18       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991202489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $82.67        | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8013 | PA      | $7603.66      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6288286.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16362 | PA      | $15250.02     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11266733.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21726 | PA      | $22059.14     | 0.00%             | 2026-12-30      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183270309.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21106 | PA      | $20571.40     | 0.00%             | 2026-11-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182763696.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12899 | PA      | $12625.74     | 0.00%             | 2026-11-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $97.64        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143114.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2867 | PA      | $2385.50      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6293441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $951.10       | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163170.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $92.49        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5569601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $167.60       | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184014809.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27668 | PA      | $21252.96     | 0.00%             | 2026-12-16      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130694.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.48        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285253.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $-6.53        | -0.00%            | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08978867.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12034 | PA      | $12131.94     | 0.00%             | 2024-05-17      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $220.36       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $81.51        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1840 | PA      | $1874.78      | 0.00%             | 2024-11-25      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856180.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1073 | PA      | $1037.17      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DM2M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182308670.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5870 | PA      | $5837.61      | 0.00%             | 2024-10-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4592845.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $24.47        | 0.00%             | 2023-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118360.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4603867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $66.68        | 0.00%             | 2023-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $28.93        | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09280174.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2099 | PA      | $2113.59      | 0.00%             | 2023-08-10      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $211.04       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $170.28       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $122.18       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619826.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12605 | PA      | $12488.71     | 0.00%             | 2026-08-25      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189173.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $411.87       | 0.00%             | 2024-11-25      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.77         | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991354731.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $101.62       | 0.00%             | 2023-12-18      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143087.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $179.16       | 0.00%             | 2023-11-28      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $152.22       | 0.00%             | 2023-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069054.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $567.84       | 0.00%             | 2024-11-18      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182419678.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18336 | PA      | $18082.81     | 0.00%             | 2026-10-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270604.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $167.62       | 0.00%             | 2023-11-29      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317052.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $62.84        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756660.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15605 | PA      | $12309.31     | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5442439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1242 | PA      | $804.33       | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182785608.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24045 | PA      | $22433.96     | 0.00%             | 2026-11-02      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146335.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $-32.25       | -0.00%            | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5608726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1213 | PA      | $1179.59      | 0.00%             | 2023-12-30      | None          | 0.00%                 | 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: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2091650.00   | 0.06%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172326263.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3510 | PA      | $3432.66      | 0.00%             | 2023-12-22      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                              | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $5735058.36   | 0.16%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $6.15         | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       934 | PA      | $963.75       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102937.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.00         | 0.00%             | 2023-11-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183010490.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18375 | PA      | $17382.03     | 0.00%             | 2026-11-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203879.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.74        | 0.00%             | 2023-11-29      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182227875.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13832 | PA      | $5129.69      | 0.00%             | 2024-10-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135690.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $224.50       | 0.00%             | 2024-11-26      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157722.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $26.97        | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704842.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2404 | PA      | $2386.87      | 0.00%             | 2024-09-13      | Fixed         | 13.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5287615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $1318.54      | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182373053.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16734 | PA      | $16504.20     | 0.00%             | 2026-10-22      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5294931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2017 | PA      | $1804.62      | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5278789.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7177 | PA      | $6857.04      | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119847.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $101.24       | 0.00%             | 2024-11-25      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6176274.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6193 | PA      | $5840.58      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183356155.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16804 | PA      | $16686.79     | 0.00%             | 2024-11-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155738.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.73        | 0.00%             | 2024-11-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6301350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9642 | PA      | $8971.60      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5068585.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2895 | PA      | $579.34       | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $0.38         | 0.00%             | 2027-12-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5104506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $97.00        | 0.00%             | 2023-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $247.68       | 0.00%             | 2024-11-10      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.85        | 0.00%             | 2023-11-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5864298.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10524 | PA      | $10178.20     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $95.27        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182929096.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4059 | PA      | $4023.29      | 0.00%             | 2024-11-05      | Fixed         | 18.99%                | 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        |    433340 | PA      | $426336.42    | 0.01%             | 2026-02-15      | Variable      | 21.65%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4967874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6630 | PA      | $2900.81      | 0.00%             | 2023-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $42.33        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236126.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $82.29        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200627.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $29.61        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 990941301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $245.14       | 0.00%             | 2024-10-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6402 | PA      | $6053.44      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $8.95         | 0.00%             | 2024-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323004.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       379 | PA      | $385.24       | 0.00%             | 2024-12-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991341778.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $626.67       | 0.00%             | 2024-12-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894360.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       597 | PA      | $577.53       | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991357803.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $316.85       | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $118.01       | 0.00%             | 2023-11-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6361267.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10674 | PA      | $9965.49      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132548.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.38         | 0.00%             | 2028-02-09      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991391063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $352.01       | 0.00%             | 2024-12-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991244179.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $219.57       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991347910.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $216.50       | 0.00%             | 2024-12-02      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879914.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1695 | PA      | $1610.32      | 0.00%             | 2026-10-19      | Fixed         | 30.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026082.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $298.66       | 0.00%             | 2024-11-10      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845440.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2280 | PA      | $2223.43      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6131497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4476 | PA      | $4255.45      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991296637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $92.87        | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208952.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $47.09        | 0.00%             | 2023-11-12      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991425673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $311.66       | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111651.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $320.77       | 0.00%             | 2024-11-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188709.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $233.52       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5989464.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     97836 | PA      | $78549.25     | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130059.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $106.22       | 0.00%             | 2024-11-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876421.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5146 | PA      | $5105.41      | 0.00%             | 2027-03-19      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617954.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1813 | PA      | $273.72       | 0.00%             | 2025-01-24      | Fixed         | 30.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6048521.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1807 | PA      | $1169.59      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333322.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19894 | PA      | $19820.01     | 0.00%             | 2027-01-08      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991355935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.53        | 0.00%             | 2024-12-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $192.59       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $197.17       | 0.00%             | 2024-11-17      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09379010.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18321 | PA      | $18477.90     | 0.00%             | 2026-07-04      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5270176.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2485 | PA      | $2384.47      | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184102807.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17552 | PA      | $17424.88     | 0.00%             | 2024-12-22      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       772 | PA      | $798.77       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221664.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7022 | PA      | $6936.72      | 0.00%             | 2026-12-10      | Fixed         | 9.98%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11611 | PA      | $11025.69     | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991008836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $447.78       | 0.00%             | 2023-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $203.36       | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184000110.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11053 | PA      | $10957.94     | 0.00%             | 2024-12-10      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6048351.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $927.69       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31298YYH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62023 | PA      | $64413.70     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180605.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $194.91       | 0.00%             | 2023-11-12      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070468.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4096 | PA      | $3872.58      | 0.00%             | 2024-11-18      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1623956.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3783 | PA      | $3664.66      | 0.00%             | 2024-09-21      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076041.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $204.54       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993906.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4679 | PA      | $4642.31      | 0.00%             | 2026-11-08      | Fixed         | 21.28%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3132D6BZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    527102 | PA      | $506016.86    | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769375.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $2309.49      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046754.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2467 | PA      | $2449.75      | 0.00%             | 2024-11-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687008.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10466 | PA      | $10141.18     | 0.00%             | 2024-12-16      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5169089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1512 | PA      | $1430.55      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074630.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35102 | PA      | $34816.34     | 0.00%             | 2026-11-18      | Fixed         | 17.03%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11314507.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12733 | PA      | $12786.04     | 0.00%             | 2026-11-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7603 | PA      | $7123.54      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152032.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.84        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Madison Park Funding XLII Ltd.                                                  | Madison Park Funding XLII Ltd., Series 13A, Class B                                | CUSIP: 04966HAE6<br>LEI: 549300BF3YFW8EHN6F75 | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2645790.60   | 0.07%             | 2030-11-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994177.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5058 | PA      | $5005.29      | 0.00%             | 2024-11-08      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201558.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       606 | PA      | $605.16       | 0.00%             | 2024-11-28      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182348001.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6746 | PA      | $5268.73      | 0.00%             | 2024-10-22      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $59.35        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $209.31       | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247481.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $578.05       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6228237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1714 | PA      | $1642.29      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55744 | PA      | $36919.84     | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5149258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2200 | PA      | $408.70       | 0.00%             | 2023-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991416701.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4132 | PA      | $4086.91      | 0.00%             | 2024-12-10      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827454.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2470 | PA      | $2327.43      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997638.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1777 | PA      | $59.51        | 0.00%             | 2026-11-08      | Fixed         | 17.88%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183731402.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13709 | PA      | $13489.85     | 0.00%             | 2026-12-13      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10776411.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24052 | PA      | $24358.10     | 0.00%             | 2026-10-09      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991243987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5249 | PA      | $3384.90      | 0.00%             | 2024-11-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183867910.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13069 | PA      | $12801.00     | 0.00%             | 2026-12-07      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876728.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12481 | PA      | $12424.16     | 0.00%             | 2026-10-19      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5652976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1231 | PA      | $1149.43      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081496.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $282.53       | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $173.65       | 0.00%             | 2024-11-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $1021.36      | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200661.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       618 | PA      | $444.63       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104280.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $151.77       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157524.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3844 | PA      | $3649.54      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8486 | PA      | $8055.67      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218283.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4045 | PA      | $2620.99      | 0.00%             | 2024-11-29      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991360398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.19        | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5583864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4759 | PA      | $4623.75      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6801 | PA      | $6336.85      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10692429.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8229 | PA      | $8360.91      | 0.00%             | 2025-11-22      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997527.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9272 | PA      | $9121.24      | 0.00%             | 2026-11-08      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11398203.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14556 | PA      | $14601.78     | 0.00%             | 2027-01-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178204.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       413 | PA      | $416.25       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706019.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3616 | PA      | $-38.02       | -0.00%            | 2026-09-13      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164092.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $359.99       | 0.00%             | 2024-12-01      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991526160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       373 | PA      | $25.56        | 0.00%             | 2023-12-20      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5148419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3511 | PA      | $2510.67      | 0.00%             | 2023-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144588.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $278.21       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991379195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2309 | PA      | $2292.13      | 0.00%             | 2024-12-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $1347.64      | 0.00%             | 2024-11-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       416 | PA      | $417.02       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1708 | PA      | $1646.12      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5312989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $524.04       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5540906.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       685 | PA      | $669.34       | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991074648.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1544 | PA      | $1610.98      | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.04         | 0.00%             | 2027-12-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.16        | 0.00%             | 2024-11-27      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1606587.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39228 | PA      | $38934.43     | 0.00%             | 2026-08-23      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992891.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6497 | PA      | $6428.76      | 0.00%             | 2026-11-08      | Fixed         | 10.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991017861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $104.70       | 0.00%             | 2024-11-09      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09939798.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7108 | PA      | $7141.33      | 0.00%             | 2024-09-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4649299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       422 | PA      | $120.49       | 0.00%             | 2023-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877594.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2982 | PA      | $2967.25      | 0.00%             | 2026-10-19      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184013288.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17486 | PA      | $17005.39     | 0.00%             | 2026-12-10      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991035315.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1628 | PA      | $1009.55      | 0.00%             | 2025-01-10      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5888665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14346 | PA      | $13812.08     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097991.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2725 | PA      | $2702.68      | 0.00%             | 2024-11-21      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222847.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $0.00         | 0.00%             | 2024-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       777 | PA      | $787.76       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073066.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4011 | PA      | $3975.32      | 0.00%             | 2026-11-18      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $393.30       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09031376.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9442 | PA      | $9510.25      | 0.00%             | 2024-07-03      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908193.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $158.49       | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126856.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8794 | PA      | $8360.07      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5824064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20868 | PA      | $19366.02     | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6062328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2947 | PA      | $2814.86      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                                 | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  10300000 | PA      | $10514503.47  | 0.30%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616231.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9518 | PA      | $1443.04      | 0.00%             | 2027-01-24      | Fixed         | 24.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $1600.66      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991390941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2276 | PA      | $1452.28      | 0.00%             | 2024-12-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35400000 | PA      | $42916606.41  | 1.21%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645256.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6667 | PA      | $6389.53      | 0.00%             | 2026-10-27      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4931889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $1276.01      | 0.00%             | 2023-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TICP CLO VI Ltd.                                                                | TICP CLO VI Ltd., Series 2016-6A, Class AR2                                        | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |   9200000 | PA      | $9113669.21   | 0.26%             | 2034-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240947.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       945 | PA      | $816.10       | 0.00%             | 2023-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5772937.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3521 | PA      | $3423.05      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205180.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25426 | PA      | $25207.70     | 0.00%             | 2026-12-09      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991512531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $94.79        | 0.00%             | 2024-12-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124710.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1271 | PA      | $968.15       | 0.00%             | 2024-11-12      | Fixed         | 19.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5221348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1175 | PA      | $1130.46      | 0.00%             | 2023-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137304.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10651 | PA      | $10102.03     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       511 | PA      | $501.11       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991369529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.75         | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039746.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $451.16       | 0.00%             | 2024-11-12      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6310399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13897 | PA      | $12947.39     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217958.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3941 | PA      | $3905.68      | 0.00%             | 2026-12-09      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $176.93       | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1290 | PA      | $1258.23      | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Strata CLO I Ltd.                                                               | Strata CLO I Ltd., Series 2018-1A, Class B                                         | CUSIP: 86268HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $10999946.31  | 0.31%             | 2031-01-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991399977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1047 | PA      | $1039.42      | 0.00%             | 2024-12-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991029926.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $62.75        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317263.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $100.44       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23743020.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $-0.19        | -0.00%            | 2027-11-02      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12185049.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10430 | PA      | $10477.61     | 0.00%             | 2027-01-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991334276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $161.70       | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706495.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7345 | PA      | $7304.47      | 0.00%             | 2026-09-13      | Fixed         | 23.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $1875.68      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991376913.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $21.45        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203822.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $136.65       | 0.00%             | 2023-12-06      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5974509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1210 | PA      | $1163.71      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225936.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $69.98        | 0.00%             | 2024-11-29      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010 | PA      | $1916.15      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074866.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $744.19       | 0.00%             | 2024-11-18      | Fixed         | 20.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1410862.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $1755.44      | 0.00%             | 2026-07-09      | Fixed         | 30.65%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09302720.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4160 | PA      | $4209.75      | 0.00%             | 2024-06-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5610861.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21656 | PA      | $14223.47     | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09428299.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25500 | PA      | $26011.83     | 0.00%             | 2025-07-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5553388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6582 | PA      | $6285.31      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6219955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2140 | PA      | $1878.58      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214773.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2348 | PA      | $2309.47      | 0.00%             | 2024-12-09      | Fixed         | 21.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991271407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $130.22       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11802110.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20459 | PA      | $20673.28     | 0.00%             | 2026-02-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991093390.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       453 | PA      | $468.62       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.68        | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214689.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7858 | PA      | $7786.62      | 0.00%             | 2026-12-09      | Fixed         | 24.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706147.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4172 | PA      | $4145.34      | 0.00%             | 2026-09-13      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183385993.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4267 | PA      | $4203.48      | 0.00%             | 2026-11-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6184974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82188 | PA      | $77940.39     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12243171.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28220 | PA      | $28513.30     | 0.00%             | 2027-03-05      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991440813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $343.87       | 0.00%             | 2024-12-18      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       882 | PA      | $60.19        | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991515245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $544.33       | 0.00%             | 2024-12-17      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3432 | PA      | $3315.25      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151079.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $123.18       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5282039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $615.72       | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.47         | 0.00%             | 2023-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183524280.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24789 | PA      | $24206.35     | 0.00%             | 2026-11-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2654 | PA      | $2450.62      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7641 | PA      | $6970.33      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217138.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6437 | PA      | $6382.98      | 0.00%             | 2026-12-09      | Fixed         | 32.58%                | No            |                  3 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1602783.00   | 0.05%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074643.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16038 | PA      | $15886.49     | 0.00%             | 2026-11-18      | Fixed         | 10.22%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182412380.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8440 | PA      | $8226.03      | 0.00%             | 2026-11-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5772525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3111 | PA      | $2904.98      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Braskem Idesa SAPI                                                              | Braskem Idesa SAPI                                                                 | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   9300000 | PA      | $6901344.00   | 0.19%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $72.73        | 0.00%             | 2023-11-26      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140QNQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991301090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.15        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $73.43        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172679.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.98        | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5510 | PA      | $5256.25      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5610508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2202 | PA      | $2029.82      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998626.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2108 | PA      | $2080.49      | 0.00%             | 2024-11-08      | Fixed         | 27.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09290915.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15522 | PA      | $15713.56     | 0.00%             | 2026-07-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182753052.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21143 | PA      | $20606.79     | 0.00%             | 2026-11-16      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.41        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2112 | PA      | $1965.69      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996174.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9224 | PA      | $9046.32      | 0.00%             | 2026-11-08      | Fixed         | 21.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619994.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1342 | PA      | $1303.66      | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182863345.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3382 | PA      | $3350.11      | 0.00%             | 2024-11-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222744.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $164.56       | 0.00%             | 2024-11-28      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.78        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995167.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3068 | PA      | $3044.01      | 0.00%             | 2026-11-08      | Fixed         | 29.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5220607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $688.72       | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823770.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5483 | PA      | $5305.37      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2019-2, Class A3                           | CUSIP: 10568LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4563689 | PA      | $4268416.73   | 0.12%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6310747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7882 | PA      | $7277.90      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214018.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16936 | PA      | $16695.13     | 0.00%             | 2026-12-09      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024202.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       667 | PA      | $641.18       | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220970.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       814 | PA      | $804.88       | 0.00%             | 2026-12-10      | Fixed         | 26.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $-0.22        | -0.00%            | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099774.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $45.88        | 0.00%             | 2023-11-17      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114561.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.22        | 0.00%             | 2023-11-16      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $111.39       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6314843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       993 | PA      | $911.33       | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $104.14       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.53        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09424321.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19531 | PA      | $19487.16     | 0.00%             | 2026-07-17      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1863 | PA      | $1902.72      | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $94.46        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840997.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1486 | PA      | $1354.24      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3402 | PA      | $3379.85      | 0.00%             | 2024-11-12      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195204.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $134.93       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1753 | PA      | $1685.28      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706308.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6345 | PA      | $6309.01      | 0.00%             | 2026-09-13      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991248845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.29         | 0.00%             | 2024-11-27      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09778481.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10465 | PA      | $10633.56     | 0.00%             | 2026-08-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220582.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7743 | PA      | $42.14        | 0.00%             | 2026-12-10      | Fixed         | 24.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843478.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $2303.82      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                      | CUSIP: 3140XGDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8338 | PA      | $6403.05      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618618.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $52.23        | 0.00%             | 2024-08-25      | Fixed         | 15.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9187 | PA      | $8932.20      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31379MEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4423 | PA      | $4583.19      | 0.00%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262811.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $134.27       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16054 | PA      | $15548.86     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       806 | PA      | $818.40       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074651.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4449 | PA      | $4410.28      | 0.00%             | 2024-11-18      | Fixed         | 29.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4638327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8661 | PA      | $2008.36      | 0.00%             | 2023-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $89.93        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5772616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10404 | PA      | $6735.56      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588914.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1139 | PA      | $1085.38      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10352497.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6042 | PA      | $5990.10      | 0.00%             | 2026-09-11      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991392911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $309.66       | 0.00%             | 2024-12-15      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $24.82        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6206801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     83302 | PA      | $76589.41     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086224.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $163.99       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10670486.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23492 | PA      | $23770.52     | 0.00%             | 2026-10-08      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057847.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6234 | PA      | $5987.07      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183095344.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32901 | PA      | $32121.69     | 0.00%             | 2026-11-24      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102218.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $56.46        | 0.00%             | 2023-11-22      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218934.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7330 | PA      | $519.34       | 0.00%             | 2027-05-10      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991078682.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1052 | PA      | $1096.67      | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $138.62       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991375848.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $237.95       | 0.00%             | 2024-12-15      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999260.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7147 | PA      | $7038.09      | 0.00%             | 2024-11-08      | Fixed         | 28.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $558.13       | 0.00%             | 2024-11-27      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991424738.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $7.42         | 0.00%             | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956083.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $825.91       | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15987 | PA      | $15503.94     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991333020.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $1242.31      | 0.00%             | 2024-12-20      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070708.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15990 | PA      | $15871.06     | 0.00%             | 2026-11-18      | Fixed         | 7.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614751.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11989 | PA      | $11854.84     | 0.00%             | 2026-08-24      | Fixed         | 17.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991030974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $227.55       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210769.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $241.73       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.13        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12266935.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15466 | PA      | $15697.57     | 0.00%             | 2026-01-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5362889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3392 | PA      | $3093.75      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4836929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6637 | PA      | $2329.51      | 0.00%             | 2023-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| City of Portland OR Water System Revenue                                        | City of Portland, Series 2016 A                                                    | CUSIP: 736754PF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $278562.04    | 0.01%             | 2032-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657476.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12358 | PA      | $11736.43     | 0.00%             | 2026-11-01      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220411.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5357 | PA      | $5308.99      | 0.00%             | 2026-12-10      | Fixed         | 27.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $51.29        | 0.00%             | 2024-12-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17465 | PA      | $16695.14     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219626.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4726 | PA      | $4685.27      | 0.00%             | 2026-12-10      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834376.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3979 | PA      | $3822.30      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185464.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       426 | PA      | $111.05       | 0.00%             | 2023-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31413B4V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23924 | PA      | $25153.11     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31383JQK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5794 | PA      | $6010.00      | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991305273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $263.10       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132905.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $226.36       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-22      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184378127.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17148 | PA      | $16985.48     | 0.00%             | 2024-12-22      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1752 | PA      | $1545.29      | 0.00%             | 2023-10-30      | None          | 0.00%                 | 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        |  33550000 | PA      | $35649686.47  | 1.01%             | 2032-04-15      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $302.70       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128KVRB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6772 | PA      | $7024.10      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2071922.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2045 | PA      | $142.54       | 0.00%             | 2026-11-18      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | Cheniere Corpus Christi Holdings LLC                                               | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1615980.96   | 0.05%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120831.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $87.16        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077162.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       678 | PA      | $660.93       | 0.00%             | 2024-11-12      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173770.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $278.98       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158386.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       934 | PA      | $947.28       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14198 | PA      | $13651.99     | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $711.00       | 0.00%             | 2024-12-07      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4967975.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2655 | PA      | $1482.07      | 0.00%             | 2023-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1327 | PA      | $989.34       | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $62.13        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3793 | PA      | $3497.21      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991438897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $55.29        | 0.00%             | 2023-12-13      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $87.03        | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149691.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $-0.01        | -0.00%            | 2023-11-28      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103289.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $11.00        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $401.45       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $244.97       | 0.00%             | 2024-11-28      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182925771.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30097 | PA      | $29342.45     | 0.00%             | 2026-11-12      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638273.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4170 | PA      | $4050.66      | 0.00%             | 2024-09-28      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $85.00        | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991318925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $11.45        | 0.00%             | 2024-12-12      | None          | 0.00%                 | 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        |   1000000 | PA      | $986155.29    | 0.03%             | 2034-07-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2911 | PA      | $2666.02      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5542706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2021 | PA      | $1244.29      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805490.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $611.90       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5625593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       923 | PA      | $896.10       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993214.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8269 | PA      | $8180.80      | 0.00%             | 2026-11-08      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992549.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8644 | PA      | $8577.01      | 0.00%             | 2026-11-08      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991281845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $78.95        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219804.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8252 | PA      | $8165.32      | 0.00%             | 2026-12-10      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $174.25       | 0.00%             | 2024-11-25      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4294 | PA      | $4016.02      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11779303.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16909 | PA      | $17155.06     | 0.00%             | 2027-02-11      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.81        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183864519.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12527 | PA      | $12361.03     | 0.00%             | 2024-12-07      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184220816.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7431 | PA      | $1297.59      | 0.00%             | 2024-12-16      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264715.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $90.22        | 0.00%             | 2024-11-25      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $524.85       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       333 | PA      | $331.47       | 0.00%             | 2024-12-17      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1913 | PA      | $1813.30      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $251.17       | 0.00%             | 2024-11-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182168238.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11709 | PA      | $11352.66     | 0.00%             | 2024-10-14      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1420 | PA      | $1383.79      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253213.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $80.13        | 0.00%             | 2023-11-20      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $147.50       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $204.44       | 0.00%             | 2024-11-21      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182746441.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10891 | PA      | $10743.48     | 0.00%             | 2024-11-20      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5182 | PA      | $4890.00      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878489.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1342 | PA      | $1274.35      | 0.00%             | 2026-10-19      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258967.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $369.86       | 0.00%             | 2024-11-18      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10315402.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13737 | PA      | $13752.98     | 0.00%             | 2026-11-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991245195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.50        | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5932495.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19010 | PA      | $17615.83     | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074265.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7458 | PA      | $7432.27      | 0.00%             | 2026-11-18      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $208.00       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5713355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3971 | PA      | $3832.07      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991047307.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252189.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $0.00         | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183167278.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21355 | PA      | $21076.40     | 0.00%             | 2026-11-24      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Home Partners of America Trust                                                  | Home Partners of America Trust, Series 2021-2, Class B                             | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15401209 | PA      | $13487970.76  | 0.38%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652381.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16941 | PA      | $16341.14     | 0.00%             | 2024-11-08      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162658.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $134.10       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990151.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25358 | PA      | $24916.94     | 0.00%             | 2026-11-08      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096994.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $62.80        | 0.00%             | 2023-11-14      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132812.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1643 | PA      | $1637.87      | 0.00%             | 2024-11-26      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258826.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $0.00         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6122738.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1964 | PA      | $1833.69      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5971113.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9320 | PA      | $9060.95      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069159.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $179.29       | 0.00%             | 2024-11-18      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5713451.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $91.67        | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2041907.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3223 | PA      | $3198.60      | 0.00%             | 2026-11-18      | Fixed         | 9.16%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182932552.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12319 | PA      | $11963.99     | 0.00%             | 2026-11-04      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133509.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $23.56        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11374960.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4299 | PA      | $4266.87      | 0.00%             | 2026-01-02      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $148.09       | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100724.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.83         | 0.00%             | 2024-11-11      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8980 | PA      | $8270.06      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219245.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       926 | PA      | $66.43        | 0.00%             | 2026-12-10      | Fixed         | 18.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1091 | PA      | $1116.56      | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1400 | PA      | $1457.86      | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $41.61        | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991231083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $63.99        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5881085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3539 | PA      | $3264.54      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $198.32       | 0.00%             | 2023-11-14      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1609840.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4399 | PA      | $4255.02      | 0.00%             | 2024-08-17      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221448.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $0.00         | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183942448.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2516 | PA      | $2490.82      | 0.00%             | 2024-12-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140943.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $57.69        | 0.00%             | 2023-11-27      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10266247.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8495 | PA      | $8576.26      | 0.00%             | 2026-10-08      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5536410.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3798 | PA      | $3726.00      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1170000 | PA      | $-18878.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213249.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $78.95        | 0.00%             | 2024-12-08      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Imperial Brands Finance plc                                                     | Imperial Brands Finance plc                                                        | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3880319.64   | 0.11%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1145 | PA      | $1136.77      | 0.00%             | 2024-11-27      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5972056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9390 | PA      | $9021.92      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5728974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34845 | PA      | $24514.21     | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6137514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10015 | PA      | $9522.11      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $560.99       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613838.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       777 | PA      | $771.44       | 0.00%             | 2026-08-24      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $493.08       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166741999.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.09        | 0.00%             | 2033-02-18      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36204RRQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       304 | PA      | $306.92       | 0.00%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1994 | PA      | $1836.25      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| San Bernardino Community College District                                       | San Bernardino Community College District, Series 2021                             | CUSIP: 796720PN4<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |  20405000 | PA      | $15258463.14  | 0.43%             | 2041-08-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128682.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $575.72       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $714.60       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184016257.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8639 | PA      | $8382.04      | 0.00%             | 2026-12-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276829.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $259.67       | 0.00%             | 2024-11-23      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $251.26       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182334375.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10010 | PA      | $10029.17     | 0.00%             | 2024-10-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The), Series A                                                       | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $9831707.45   | 0.28%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6246140.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48502 | PA      | $46105.10     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116569.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $-6.60        | -0.00%            | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08925461.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5603 | PA      | $5611.42      | 0.00%             | 2024-05-31      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183739101.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5616 | PA      | $5510.65      | 0.00%             | 2024-12-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5506568.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2378 | PA      | $2250.66      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $685.15       | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1634445.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21216 | PA      | $20553.65     | 0.00%             | 2024-09-21      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999649.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3678 | PA      | $262.40       | 0.00%             | 2026-11-08      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1679 | PA      | $1760.19      | 0.00%             | 2024-11-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199711.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $10.59        | 0.00%             | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071288.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3703 | PA      | $3660.69      | 0.00%             | 2026-11-18      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991365314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2517 | PA      | $169.23       | 0.00%             | 2024-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       622 | PA      | $469.16       | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5044159.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $182.06       | 0.00%             | 2023-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991322433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $188.20       | 0.00%             | 2024-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991339390.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $385.00       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615531.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $1895.73      | 0.00%             | 2024-08-24      | Fixed         | 23.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222676.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $7.99         | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5548196.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1370 | PA      | $1266.24      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $8.59         | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122095.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $346.72       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2459 | PA      | $2179.67      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128M4YJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99041 | PA      | $106542.39    | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182881545.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6884 | PA      | $6822.02      | 0.00%             | 2024-11-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215847.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8609 | PA      | $8517.02      | 0.00%             | 2025-05-09      | Fixed         | 15.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6196338.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       730 | PA      | $657.25       | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $82.98        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654759.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4204 | PA      | $4037.94      | 0.00%             | 2026-11-19      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899178.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1132 | PA      | $798.65       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5270493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1448 | PA      | $289.30       | 0.00%             | 2023-11-06      | None          | 0.00%                 | 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        |    155187 | PA      | $139604.27    | 0.00%             | 2025-06-15      | Variable      | 22.33%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1605896.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25462 | PA      | $24264.27     | 0.00%             | 2026-08-23      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $369.91       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       387 | PA      | $361.56       | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23806327.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $3.01         | 0.00%             | 2027-11-04      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4725524.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19384 | PA      | $7861.94      | 0.00%             | 2023-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.08         | 0.00%             | 2028-02-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991235776.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $51.98        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5879633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $1179.17      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216029.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5952 | PA      | $5872.67      | 0.00%             | 2026-12-09      | Fixed         | 17.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472763.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2863 | PA      | $2160.97      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216312.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16117 | PA      | $4630.98      | 0.00%             | 2026-12-09      | Fixed         | 30.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6144 | PA      | $5940.44      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| African Export-Import Bank (The)                                                | African Export-Import Bank (The)                                                   | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | US        |  11600000 | PA      | $9897178.00   | 0.28%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991471407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $118.21       | 0.00%             | 2024-12-17      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6183008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $2816.72      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $130.88       | 0.00%             | 2023-11-26      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $716.02       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1601 | PA      | $1657.60      | 0.00%             | 2024-12-08      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997612.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3725 | PA      | $3686.82      | 0.00%             | 2026-11-08      | Fixed         | 14.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991307878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       685 | PA      | $689.38       | 0.00%             | 2023-12-01      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025029.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $274.94       | 0.00%             | 2024-11-11      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5069629.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $169.90       | 0.00%             | 2023-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216384.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.14        | 0.00%             | 2023-11-12      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991481672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       384 | PA      | $380.65       | 0.00%             | 2024-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991068096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $579.90       | 0.00%             | 2024-11-14      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069592.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $3.31         | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000281.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1257 | PA      | $1209.59      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5334724.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2846 | PA      | $2794.38      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $1012.70      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $95.68        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299649.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $428.82       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154241.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $61.95        | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173720769.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9381 | PA      | $9384.54      | 0.00%             | 2024-01-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183971412.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8551 | PA      | $8561.39      | 0.00%             | 2026-12-14      | Fixed         | 28.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $305.21       | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $94.87        | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655421.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13219 | PA      | $0.00         | 0.00%             | 2026-10-27      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991055480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $147.71       | 0.00%             | 2024-11-10      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5167520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $761.50       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182894263.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21809 | PA      | $313.23       | 0.00%             | 2026-11-15      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7271 | PA      | $6771.81      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6234969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17232 | PA      | $16310.96     | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145279.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $74.79        | 0.00%             | 2023-11-28      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.81        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280037.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.51        | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799474.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5166 | PA      | $5213.05      | 0.00%             | 2024-02-07      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       830 | PA      | $378.49       | 0.00%             | 2023-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5538691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5417 | PA      | $5210.49      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309544.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       525 | PA      | $514.66       | 0.00%             | 2023-12-20      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219692.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2728 | PA      | $2690.56      | 0.00%             | 2026-12-10      | Fixed         | 18.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879016.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19957 | PA      | $19768.07     | 0.00%             | 2026-10-19      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118137.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $176.39       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627061.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20412 | PA      | $19863.60     | 0.00%             | 2026-10-01      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $303.77       | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21885 | PA      | $20540.52     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $78.64        | 0.00%             | 2023-12-08      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10474872.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9811 | PA      | $10014.33     | 0.00%             | 2025-10-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09768010.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26758 | PA      | $27173.59     | 0.00%             | 2026-07-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2248 | PA      | $2118.98      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $43.42        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216549.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1464 | PA      | $298.55       | 0.00%             | 2024-12-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991066590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $463.52       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.28        | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183885718.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6867 | PA      | $788.93       | 0.00%             | 2026-12-07      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1112 | PA      | $1103.45      | 0.00%             | 2024-11-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $156.29       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878756.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6096 | PA      | $425.08       | 0.00%             | 2027-03-19      | Fixed         | 30.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171572.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $89.27        | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.30        | 0.00%             | 2023-11-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184114198.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20956 | PA      | $20406.65     | 0.00%             | 2026-12-14      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183295428.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10553 | PA      | $10195.02     | 0.00%             | 2026-11-16      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991582.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8109 | PA      | $8047.31      | 0.00%             | 2026-11-08      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012608.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8194 | PA      | $7996.39      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1632436.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4456 | PA      | $4328.32      | 0.00%             | 2024-09-29      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991038296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $222.00       | 0.00%             | 2024-11-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162121.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $0.00         | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4903860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2275 | PA      | $787.26       | 0.00%             | 2023-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6218467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6408 | PA      | $5927.46      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09708684.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40627 | PA      | $41328.43     | 0.00%             | 2026-08-24      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $19.99        | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2828 | PA      | $2729.14      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Martin Midstream Partners LP / Martin Midstream Finance Corp.                   | Martin Midstream Partners LP / Martin Midstream Finance Corp.                      | CUSIP: 573334AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    689984 | PA      | $693655.36    | 0.02%             | 2025-02-28      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215497.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21157 | PA      | $-592.93      | -0.00%            | 2027-05-09      | Fixed         | 28.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157811.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9424 | PA      | $8825.52      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6121393.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54365 | PA      | $51700.37     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5677145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1369 | PA      | $1274.21      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10480296.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11360 | PA      | $11531.80     | 0.00%             | 2025-10-12      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $196.22       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $340.64       | 0.00%             | 2024-11-19      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4839360.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1371 | PA      | $608.42       | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11800371.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37772 | PA      | $37734.47     | 0.00%             | 2027-02-10      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6203222.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6844 | PA      | $6510.47      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5383609.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       728 | PA      | $698.89       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $216.19       | 0.00%             | 2023-11-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613335.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1153 | PA      | $1144.43      | 0.00%             | 2026-08-24      | Fixed         | 10.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059968.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $386.79       | 0.00%             | 2024-11-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $92.64        | 0.00%             | 2023-11-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151592.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.99         | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071744.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6318 | PA      | $6288.43      | 0.00%             | 2024-11-18      | Fixed         | 15.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5789475.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33178 | PA      | $25836.16     | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1815 | PA      | $1855.35      | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173108.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $135.70       | 0.00%             | 2024-11-22      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160092.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $136.77       | 0.00%             | 2023-11-30      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6294391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8024 | PA      | $7478.68      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AMMC CLO XI Ltd.                                                                | AMMC CLO XI Ltd., Series 2012-11A, Class BR2                                       | CUSIP: 00176ABB0<br>LEI: 5493004OOK6VXHQ8DQ60 | Long             | ABS-CBDO         | CORP              | KY        |   5050000 | PA      | $4934298.44   | 0.14%             | 2031-04-30      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1576 | PA      | $1546.33      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $658.99       | 0.00%             | 2024-11-24      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991254158.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $89.03        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4583 | PA      | $4135.29      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172871335.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23931 | PA      | $23097.88     | 0.00%             | 2025-12-18      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083782.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $59.85        | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       893 | PA      | $197.86       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184149066.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20387 | PA      | $19876.93     | 0.00%             | 2026-12-17      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991434948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $78.28        | 0.00%             | 2023-12-09      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.24         | 0.00%             | 2028-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991341925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $268.16       | 0.00%             | 2024-12-15      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1086 | PA      | $1107.88      | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308764.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $826.21       | 0.00%             | 2024-12-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126516.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2716 | PA      | $2253.84      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5663518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6978 | PA      | $6790.91      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183358581.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10212 | PA      | $9977.33      | 0.00%             | 2026-11-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6146705.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4313 | PA      | $4057.90      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272409.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1840 | PA      | $1690.07      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Texas State University System                                                   | Texas State University System, Series 2019 B                                       | CUSIP: 88278PZK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2655000 | PA      | $2314813.26   | 0.07%             | 2033-03-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1694 | PA      | $1681.74      | 0.00%             | 2024-12-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.50        | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $26.56        | 0.00%             | 2023-11-23      | Fixed         | 19.99%                | 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        |   8071190 | PA      | $8439134.16   | 0.24%             | 2028-07-25      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184121693.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6974 | PA      | $6929.10      | 0.00%             | 2024-12-27      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08924331.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1047 | PA      | $1050.42      | 0.00%             | 2023-04-13      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991311828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $356.97       | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $9.22         | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | 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        |    233117 | PA      | $220913.32    | 0.01%             | 2028-03-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226484.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       613 | PA      | $438.99       | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $441.40       | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1700175.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13259 | PA      | $13193.62     | 0.00%             | 2028-09-13      | Fixed         | 15.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-16      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027222.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9456 | PA      | $9021.82      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1609286.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2607 | PA      | $2513.38      | 0.00%             | 2026-08-23      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123520.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.21        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $585.49       | 0.00%             | 2024-11-20      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182761301.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21990 | PA      | $21177.92     | 0.00%             | 2026-11-01      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $0.00         | 0.00%             | 2024-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011301.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2326 | PA      | $2217.89      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799510.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6881 | PA      | $6913.49      | 0.00%             | 2024-12-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106568.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $184.14       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6005201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10790 | PA      | $10193.07     | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5617745.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1760 | PA      | $1697.07      | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11373259.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23268 | PA      | $23196.57     | 0.00%             | 2025-01-07      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991288030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $-1.98        | -0.00%            | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184073189.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3449 | PA      | $3421.82      | 0.00%             | 2024-12-15      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991047599.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $289.17       | 0.00%             | 2023-11-14      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649521.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8652 | PA      | $8294.91      | 0.00%             | 2026-10-28      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184168561.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2585 | PA      | $2583.70      | 0.00%             | 2024-12-24      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991361796.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $11.96        | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $106.74       | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09231496.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33538 | PA      | $33917.33     | 0.00%             | 2025-06-01      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $160.71       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995970.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2152 | PA      | $2130.29      | 0.00%             | 2027-04-08      | Fixed         | 26.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991049605.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.61        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $6.39         | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183926594.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5845 | PA      | $5793.16      | 0.00%             | 2024-12-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991287179.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.77        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       986 | PA      | $981.48       | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5746634.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $502.50       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6041623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2771 | PA      | $2066.57      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1996 | PA      | $2099.95      | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183699303.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13591 | PA      | $13045.75     | 0.00%             | 2026-12-02      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5034171.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1291 | PA      | $968.35       | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195592.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $177.80       | 0.00%             | 2024-11-28      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $70.85        | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31404WVM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5730 | PA      | $5829.31      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880631.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6149 | PA      | $442.04       | 0.00%             | 2026-10-19      | Fixed         | 14.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5167068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7076 | PA      | $5547.27      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $89.41        | 0.00%             | 2024-11-29      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694481.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10825 | PA      | $10950.72     | 0.00%             | 2027-02-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261595.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43504 | PA      | $40565.27     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $193.55       | 0.00%             | 2024-11-26      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| InterGen NV                                                                     | InterGen NV                                                                        | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |   3300000 | PA      | $3301953.60   | 0.09%             | 2023-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6200078.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3711 | PA      | $3482.09      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $5.92         | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182253442.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12526 | PA      | $12111.87     | 0.00%             | 2024-10-14      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035055.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1951 | PA      | $1854.91      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11689215.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25633 | PA      | $25882.13     | 0.00%             | 2026-12-18      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991279385.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $89.64        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5707738.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3069 | PA      | $2982.73      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $12.28        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6228013.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $595.45       | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3132D6BX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4164641 | PA      | $3894978.96   | 0.11%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182894637.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22428 | PA      | $17656.78     | 0.00%             | 2026-11-19      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216935.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1173 | PA      | $166.30       | 0.00%             | 2026-12-09      | Fixed         | 30.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6176241.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $599.58       | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991061665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $13.45        | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277711.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $217.03       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603802.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8104 | PA      | $7820.60      | 0.00%             | 2026-08-12      | Fixed         | 20.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880089.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6457 | PA      | $6441.94      | 0.00%             | 2026-10-19      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5810943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2545 | PA      | $2464.01      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $19.24        | 0.00%             | 2024-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991418802.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $67.99        | 0.00%             | 2024-10-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09708763.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15687 | PA      | $15895.89     | 0.00%             | 2026-08-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182873325.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8573 | PA      | $8408.46      | 0.00%             | 2026-11-08      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221281.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $344.34       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1671620.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2656 | PA      | $2637.93      | 0.00%             | 2026-09-13      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5949286.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6473 | PA      | $6253.67      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172960729.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14657 | PA      | $13950.93     | 0.00%             | 2025-12-19      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.73        | 0.00%             | 2024-11-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991082581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $102.27       | 0.00%             | 2023-11-15      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183127694.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11376 | PA      | $2062.18      | 0.00%             | 2024-11-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216795.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11854 | PA      | $11746.90     | 0.00%             | 2026-12-09      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11313333.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26601 | PA      | $26425.09     | 0.00%             | 2027-01-03      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184394307.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3159 | PA      | $3139.13      | 0.00%             | 2024-12-22      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183788267.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $2564.09      | 0.00%             | 2024-12-03      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5095450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $417.37       | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $3.93         | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $92.65        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3341 | PA      | $3110.96      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073684.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7959 | PA      | $7899.77      | 0.00%             | 2026-11-18      | Fixed         | 7.58%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11789582.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11560 | PA      | $11559.82     | 0.00%             | 2027-02-11      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1988399.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $1010.94      | 0.00%             | 2026-11-08      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991364689.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $122.88       | 0.00%             | 2024-12-02      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09024930.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6952 | PA      | $7065.18      | 0.00%             | 2026-05-23      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183853227.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6150 | PA      | $704.71       | 0.00%             | 2024-12-07      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011975.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       984 | PA      | $946.79       | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11398271.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30165 | PA      | $30617.43     | 0.00%             | 2026-12-26      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11806647.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11341 | PA      | $1230.53      | 0.00%             | 2025-02-10      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706713.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4994 | PA      | $4963.09      | 0.00%             | 2026-09-13      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994293.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $741.07       | 0.00%             | 2026-11-08      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72011 | PA      | $75402.92     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996566.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12096 | PA      | $11616.01     | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4928795.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21198 | PA      | $6022.22      | 0.00%             | 2023-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057896.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $885.90       | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.38        | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170121.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       510 | PA      | $516.45       | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221253.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6203 | PA      | $6150.97      | 0.00%             | 2026-12-10      | Fixed         | 28.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1989730.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9655 | PA      | $9566.08      | 0.00%             | 2024-11-08      | Fixed         | 9.30%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183560621.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12220 | PA      | $11591.78     | 0.00%             | 2026-11-29      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991343569.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.60        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232676.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $1337.97      | 0.00%             | 2024-11-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $378.43       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $317.12       | 0.00%             | 2023-11-10      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.11        | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183336844.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27004 | PA      | $25878.02     | 0.00%             | 2026-11-30      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203709.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $100.85       | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2005-122, Class FN                                                    | CUSIP: 31394VEX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380188 | PA      | $372575.81    | 0.01%             | 2036-01-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5084433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $199.92       | 0.00%             | 2023-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247985.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       639 | PA      | $44.19        | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $1392.59      | 0.00%             | 2024-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $1.02         | 0.00%             | 2023-11-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070592.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3621 | PA      | $3587.13      | 0.00%             | 2026-11-18      | Fixed         | 31.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5183265.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $341.52       | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1607649.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1236 | PA      | $1222.50      | 0.00%             | 2026-08-24      | Fixed         | 23.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167820.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $290.30       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6144950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6409 | PA      | $6089.97      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991348609.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $93.39        | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767414.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2216 | PA      | $2162.80      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2234 | PA      | $2037.23      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255911.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3272 | PA      | $3094.45      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       559 | PA      | $491.31       | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216870.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3033 | PA      | $3000.87      | 0.00%             | 2024-12-09      | Fixed         | 10.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5159081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1064 | PA      | $509.38       | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Studio City Finance Ltd.                                                        | Studio City Finance Ltd.                                                           | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |  13000000 | PA      | $10578750.00  | 0.30%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117549.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $13.90        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133589.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $139.10       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197268.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $5.87         | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5824241.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1643 | PA      | $1600.19      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213937.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.22         | 0.00%             | 2023-11-24      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146846.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.72        | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5216021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1024 | PA      | $970.37       | 0.00%             | 2023-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5329080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $2018.41      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158553.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.73        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991272449.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $296.85       | 0.00%             | 2024-12-16      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616899.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2249 | PA      | $2239.43      | 0.00%             | 2026-08-24      | Fixed         | 25.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $351.04       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09206091.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7962 | PA      | $8029.63      | 0.00%             | 2023-05-27      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182312904.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7928 | PA      | $6373.31      | 0.00%             | 2026-10-18      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106609.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $179.10       | 0.00%             | 2023-11-10      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996508.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8528 | PA      | $8406.59      | 0.00%             | 2026-11-08      | Fixed         | 20.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5424 | PA      | $4370.06      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3802 | PA      | $3693.43      | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6062780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16040 | PA      | $15262.90     | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10400942.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10816 | PA      | $10955.16     | 0.00%             | 2025-09-10      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $0.00         | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6042134.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7445 | PA      | $6058.66      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5973054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3256 | PA      | $3113.08      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654084.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2631 | PA      | $2522.88      | 0.00%             | 2024-11-05      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1855 | PA      | $1805.22      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $451.39       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6175410.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3175 | PA      | $3027.48      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31385HJ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35446 | PA      | $34840.74     | 0.00%             | 2033-06-01      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992806.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12629 | PA      | $12457.87     | 0.00%             | 2026-11-08      | Fixed         | 18.72%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183238822.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19883 | PA      | $19001.74     | 0.00%             | 2026-11-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $191.17       | 0.00%             | 2024-11-10      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3133KNGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220470.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3680 | PA      | $257.38       | 0.00%             | 2026-12-10      | Fixed         | 30.60%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184378888.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19120 | PA      | $18763.70     | 0.00%             | 2026-12-27      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997630.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4588 | PA      | $4540.03      | 0.00%             | 2026-11-08      | Fixed         | 15.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $104.56       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $1121.71      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188961.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.02        | 0.00%             | 2023-11-22      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.62        | 0.00%             | 2024-11-11      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283HSW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6412 | PA      | $6716.45      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991240022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $17.24        | 0.00%             | 2023-11-17      | Fixed         | 24.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $97.90        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074576.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8869 | PA      | $221.61       | 0.00%             | 2026-11-18      | Fixed         | 20.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4789 | PA      | $4302.68      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.08        | 0.00%             | 2023-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5740278.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1955 | PA      | $1889.69      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $235.54       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182850730.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12614 | PA      | $12565.95     | 0.00%             | 2024-11-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5768397.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11415 | PA      | $10914.79     | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991313442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $128.58       | 0.00%             | 2024-12-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $737.10       | 0.00%             | 2024-11-11      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991033893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $457.59       | 0.00%             | 2024-11-11      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1473 | PA      | $1390.10      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6004839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3925 | PA      | $3744.04      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880807.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4101 | PA      | $605.90       | 0.00%             | 2025-03-19      | Fixed         | 27.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5936987.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $514.26       | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $45.37        | 0.00%             | 2023-11-13      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08684451.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10802 | PA      | $10879.03     | 0.00%             | 2026-06-03      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564400.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4180 | PA      | $2425.68      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161283.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $26.54        | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904042.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1685 | PA      | $1530.60      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184377785.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9144 | PA      | $110.08       | 0.00%             | 2026-12-21      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182294171.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6540 | PA      | $6545.86      | 0.00%             | 2024-10-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285352.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $1179.95      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $159.94       | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5510489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1994 | PA      | $1807.18      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09447903.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17195 | PA      | $17190.15     | 0.00%             | 2026-07-06      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188569.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.23         | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10308476.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20095 | PA      | $20438.05     | 0.00%             | 2026-08-28      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20288 | PA      | $19418.30     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999367.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $1587.67      | 0.00%             | 2025-04-08      | Fixed         | 26.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221543.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4284 | PA      | $4249.17      | 0.00%             | 2026-12-10      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4812027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       605 | PA      | $195.55       | 0.00%             | 2023-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5367422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       741 | PA      | $584.00       | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991416240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $88.48        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $11.64        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873031.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2533 | PA      | $2450.77      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5320022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $388.09       | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652476.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $1044.96      | 0.00%             | 2024-11-03      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12251026.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13294 | PA      | $13490.32     | 0.00%             | 2027-01-27      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207377.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $636.54       | 0.00%             | 2024-11-26      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5729353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11112 | PA      | $7429.41      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102474.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2500 | PA      | $2495.85      | 0.00%             | 2023-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183197708.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20479 | PA      | $20182.45     | 0.00%             | 2026-11-19      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182999628.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10112 | PA      | $9850.87      | 0.00%             | 2026-11-15      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12239890.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9166 | PA      | $9037.10      | 0.00%             | 2025-03-12      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184040777.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8712 | PA      | $8578.83      | 0.00%             | 2026-12-21      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $138.41       | 0.00%             | 2024-11-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3612 | PA      | $3431.67      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991405634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $102.36       | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636920.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1875 | PA      | $1859.07      | 0.00%             | 2026-09-24      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2478 | PA      | $2359.21      | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09017547.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6657 | PA      | $6655.03      | 0.00%             | 2026-06-05      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.64         | 0.00%             | 2028-01-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $176.77       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5994023.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26900 | PA      | $24630.86     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183618524.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21414 | PA      | $21161.39     | 0.00%             | 2026-11-30      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       505 | PA      | $501.64       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648294.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12650 | PA      | $12103.07     | 0.00%             | 2026-11-05      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218003.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2178 | PA      | $2157.95      | 0.00%             | 2026-12-09      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184091538.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4231 | PA      | $4166.62      | 0.00%             | 2024-12-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991091599.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $154.51       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215376.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       809 | PA      | $823.54       | 0.00%             | 2023-12-08      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613531.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $1791.32      | 0.00%             | 2024-08-24      | Fixed         | 19.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613128.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40680 | PA      | $40231.29     | 0.00%             | 2026-08-24      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11309855.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25240 | PA      | $25408.59     | 0.00%             | 2026-12-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09377950.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8579 | PA      | $8692.88      | 0.00%             | 2026-08-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5662477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       534 | PA      | $516.99       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991332300.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       851 | PA      | $845.45       | 0.00%             | 2024-12-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410769.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3563 | PA      | $3514.94      | 0.00%             | 2026-07-09      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5808150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3547 | PA      | $2115.19      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5793504.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4401 | PA      | $4258.72      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $163.54       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09299774.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2560 | PA      | $2546.83      | 0.00%             | 2024-10-21      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991322358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $59.76        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876658.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3013 | PA      | $2998.36      | 0.00%             | 2026-10-19      | Fixed         | 27.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $330.93       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5644959.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12126 | PA      | $5726.65      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23431 | PA      | $22444.06     | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $430.54       | 0.00%             | 2024-11-25      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991254536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       499 | PA      | $498.77       | 0.00%             | 2024-11-26      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732552.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3327 | PA      | $3255.21      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194778.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $147.89       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $268.45       | 0.00%             | 2024-11-25      | Fixed         | 21.46%                | 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        |   7702082 | PA      | $6844347.90   | 0.19%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       449 | PA      | $285.24       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $212.56       | 0.00%             | 2023-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4571318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4291 | PA      | $1810.81      | 0.00%             | 2023-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029256.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4758 | PA      | $4560.23      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991296657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       473 | PA      | $471.64       | 0.00%             | 2024-12-15      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.23         | 0.00%             | 2028-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945639.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9543 | PA      | $9159.34      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $79.51        | 0.00%             | 2023-11-18      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $465.46       | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.45        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $553.96       | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991357205.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-12-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31411EL96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167246 | PA      | $172038.63    | 0.00%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203010.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $20.92        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183913486.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3438 | PA      | $3406.22      | 0.00%             | 2024-12-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991278085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $574.74       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130163.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.59        | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6155 | PA      | $5867.51      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31406C6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449999 | PA      | $438592.84    | 0.01%             | 2033-08-01      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6298157.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1405 | PA      | $1295.97      | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1102 | PA      | $1061.73      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991427889.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $122.00       | 0.00%             | 2024-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6179637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3290 | PA      | $2522.48      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222355.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6281 | PA      | $6211.60      | 0.00%             | 2024-12-10      | Fixed         | 17.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5992118.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12936 | PA      | $12462.56     | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $41.85        | 0.00%             | 2024-11-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319512.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8186 | PA      | $7622.59      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182957590.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16859 | PA      | $16369.82     | 0.00%             | 2026-11-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991336825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.45         | 0.00%             | 2024-12-13      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116937.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $235.54       | 0.00%             | 2024-11-25      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991051831.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       696 | PA      | $689.32       | 0.00%             | 2024-11-14      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       484 | PA      | $481.56       | 0.00%             | 2024-11-19      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10245113.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5968 | PA      | $607.77       | 0.00%             | 2025-10-04      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991185437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $169.38       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6360854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9164 | PA      | $8481.46      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       850 | PA      | $819.37       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223241.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $56.49        | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10773457.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18238 | PA      | $18393.01     | 0.00%             | 2025-11-22      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6273102.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4799 | PA      | $4448.10      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                         | Banque Ouest Africaine de Developpement                                            | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |  10700000 | PA      | $10255522.00  | 0.29%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217838.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14727 | PA      | $8616.46      | 0.00%             | 2024-12-09      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182908181.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4039 | PA      | $4002.89      | 0.00%             | 2024-11-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220278.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5123 | PA      | $5052.32      | 0.00%             | 2026-12-10      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026609.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $13.34        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217187.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2525 | PA      | $2485.39      | 0.00%             | 2024-12-09      | Fixed         | 23.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $163.28       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5381472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7151 | PA      | $6589.22      | 0.00%             | 2023-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990125.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7329 | PA      | $7205.07      | 0.00%             | 2026-11-08      | Fixed         | 20.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991014881.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $1186.23      | 0.00%             | 2024-11-09      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6277 | PA      | $5883.42      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5083501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2542 | PA      | $1524.50      | 0.00%             | 2023-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997293.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4129 | PA      | $4087.24      | 0.00%             | 2026-11-08      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147810.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $1524.56      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086006.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       656 | PA      | $653.35       | 0.00%             | 2024-11-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991347766.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $184.08       | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991059246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $53.13        | 0.00%             | 2023-11-15      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5305763.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1856 | PA      | $1469.95      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183943415.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10577 | PA      | $10495.77     | 0.00%             | 2024-12-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183239325.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12338 | PA      | $11984.10     | 0.00%             | 2026-11-16      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4929 | PA      | $4598.29      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $117.93       | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                     | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3200000 | PA      | $3066333.47   | 0.09%             | 2025-11-19      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $252.83       | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                      | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $84.36        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184102080.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7841 | PA      | $7718.16      | 0.00%             | 2026-12-20      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17828 | PA      | $17003.78     | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5803379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6422 | PA      | $6033.32      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611857.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3691 | PA      | $3583.55      | 0.00%             | 2024-08-27      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183710611.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2865 | PA      | $2848.89      | 0.00%             | 2024-12-07      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991018485.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.76         | 0.00%             | 2028-02-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991448673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $1600.72      | 0.00%             | 2024-12-18      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $106.53       | 0.00%             | 2023-11-18      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992016.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27186 | PA      | $26969.25     | 0.00%             | 2026-11-08      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $137.22       | 0.00%             | 2023-11-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4628386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       748 | PA      | $440.02       | 0.00%             | 2023-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $670.61       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999541.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $659.19       | 0.00%             | 2024-11-08      | Fixed         | 15.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5068695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $201.89       | 0.00%             | 2023-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1203.89      | 0.00%             | 2024-11-21      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1236 | PA      | $1279.46      | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162271.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $206.54       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23678 | PA      | $22409.72     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $694.06       | 0.00%             | 2024-11-28      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617995.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4849 | PA      | $4850.47      | 0.00%             | 2026-08-24      | Fixed         | 27.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991300821.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $390.31       | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087646.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $465.58       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112758.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $254.29       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126500.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $0.34         | 0.00%             | 2028-02-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070830.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3437 | PA      | $3425.35      | 0.00%             | 2026-11-18      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $509.42       | 0.00%             | 2024-11-22      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31406M3E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179026 | PA      | $175667.41    | 0.00%             | 2035-04-01      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.30        | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083068.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $343.04       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2383 | PA      | $2294.64      | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088038.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $57.29        | 0.00%             | 2024-11-15      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064679.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $23.91        | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934672.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $597.34       | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220020.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022 | PA      | $-13.57       | -0.00%            | 2026-12-10      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120921.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       644 | PA      | $0.00         | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5653296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2201 | PA      | $2145.84      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6281428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34368 | PA      | $31773.50     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183369356.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4323 | PA      | $4240.04      | 0.00%             | 2026-11-29      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184015727.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7020 | PA      | $6968.47      | 0.00%             | 2024-12-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $145.79       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $67.03        | 0.00%             | 2023-12-15      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $795.27       | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $908.50       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $271.34       | 0.00%             | 2024-11-29      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $5.79         | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219989.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3543 | PA      | $3516.63      | 0.00%             | 2026-12-10      | Fixed         | 31.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $143.60       | 0.00%             | 2024-11-21      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188676.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $783.88       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $131.81       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3051 | PA      | $2921.77      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $750.62       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5562244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1100 | PA      | $1045.93      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5043340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $380.00       | 0.00%             | 2023-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $252.89       | 0.00%             | 2024-11-18      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852555.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2206 | PA      | $2048.91      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5072 | PA      | $4901.98      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.07        | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125415.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $314.25       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1639314.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6351 | PA      | $6248.11      | 0.00%             | 2024-09-30      | Fixed         | 14.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6212398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9562 | PA      | $8999.13      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $113.93       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $157.75       | 0.00%             | 2024-11-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12201290.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44219 | PA      | $24361.24     | 0.00%             | 2026-03-12      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1662 | PA      | $1614.63      | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6107095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22599 | PA      | $21467.22     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175059.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $0.00         | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612359.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16561 | PA      | $2556.29      | 0.00%             | 2026-08-23      | Fixed         | 28.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1704921.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1479 | PA      | $1463.13      | 0.00%             | 2026-09-13      | Fixed         | 13.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991408695.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       510 | PA      | $112.46       | 0.00%             | 2024-12-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09795345.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21476 | PA      | $21790.36     | 0.00%             | 2026-08-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223456.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.39        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5331289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1036.90      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12236483.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34875 | PA      | $35009.26     | 0.00%             | 2027-03-13      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $389.82       | 0.00%             | 2024-11-26      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $253.51       | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182737896.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16227 | PA      | $15977.57     | 0.00%             | 2026-11-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147020.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $617.54       | 0.00%             | 2023-11-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $194.74       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $734.32       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991016135.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $569.44       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2318 | PA      | $1631.91      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5256884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $613.53       | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126620.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8858 | PA      | $8453.50      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $5.66         | 0.00%             | 2023-11-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991126.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1145 | PA      | $1136.42      | 0.00%             | 2026-11-08      | Fixed         | 30.85%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11265301.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9767 | PA      | $9852.79      | 0.00%             | 2023-11-17      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.00        | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117766.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $82.86        | 0.00%             | 2023-11-25      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $5.31         | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41000000 | PA      | $37143437.50  | 1.05%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991517094.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $115.43       | 0.00%             | 2024-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4134 | PA      | $3105.86      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757446.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12590 | PA      | $12176.66     | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080424.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $32.54        | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991254097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $0.00         | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214318.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2020 | PA      | $1998.50      | 0.00%             | 2026-12-09      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5673599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4849 | PA      | $4714.23      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.23        | 0.00%             | 2023-11-25      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5490 | PA      | $5151.75      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $153.21       | 0.00%             | 2023-11-12      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $149.21       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5710290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1938 | PA      | $1845.60      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $100.55       | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073503.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2256 | PA      | $138.79       | 0.00%             | 2024-11-18      | Fixed         | 10.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.53        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615714.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2510 | PA      | $2487.15      | 0.00%             | 2024-08-24      | Fixed         | 8.06%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $134.63       | 0.00%             | 2024-12-06      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073759.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1035 | PA      | $1031.22      | 0.00%             | 2026-11-18      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991343301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $679.90       | 0.00%             | 2024-12-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $-3.11        | -0.00%            | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195736.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $194.69       | 0.00%             | 2024-12-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10352703.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20197 | PA      | $20536.04     | 0.00%             | 2026-10-26      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2464 | PA      | $2396.20      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179290.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $105.63       | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991272832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $340.09       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       320 | PA      | $314.66       | 0.00%             | 2023-11-17      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26257 | PA      | $25240.09     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359866.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12601 | PA      | $11662.02     | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991094568.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $191.82       | 0.00%             | 2024-11-11      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182718150.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6533 | PA      | $5390.79      | 0.00%             | 2027-05-12      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4839716.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $471.32       | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $426.41       | 0.00%             | 2024-12-01      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1608934.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15898 | PA      | $15212.49     | 0.00%             | 2026-08-16      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5237751.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       773 | PA      | $523.20       | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564911.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3510 | PA      | $3420.26      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3066109.50   | 0.09%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6132310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5511 | PA      | $5239.11      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878741.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2261 | PA      | $2248.09      | 0.00%             | 2024-10-19      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991323557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $18.91        | 0.00%             | 2023-11-30      | 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        |  10000000 | PA      | $9532195.08   | 0.27%             | 2031-10-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4946936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $226.28       | 0.00%             | 2023-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473345.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       424 | PA      | $347.02       | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10517288.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15639 | PA      | $15589.07     | 0.00%             | 2024-10-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284731.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $63.75        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302424.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $213.13       | 0.00%             | 2024-12-11      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2643 | PA      | $2580.76      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       561 | PA      | $571.69       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2061 | PA      | $1904.41      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5034542.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3605 | PA      | $2653.74      | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $164.97       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178887.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $269.99       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032173.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $325.65       | 0.00%             | 2024-11-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991416998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $419.44       | 0.00%             | 2024-12-17      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6272451.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29113 | PA      | $26840.81     | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308110.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $65.03        | 0.00%             | 2023-12-19      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220079.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $2534.76      | 0.00%             | 2026-12-10      | Fixed         | 23.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991422523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $6.88         | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706171.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       667 | PA      | $403.21       | 0.00%             | 2024-09-13      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1961 | PA      | $1890.81      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $-3.41        | -0.00%            | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880539.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2277 | PA      | $2263.68      | 0.00%             | 2024-10-19      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $67.28        | 0.00%             | 2024-11-27      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $424.96       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Ellington CLO III Ltd.                                                          | Ellington CLO III Ltd., Series 2018-3A, Class A2R                                  | CUSIP: 28852LAN3<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | US        |   9264743 | PA      | $9213367.47   | 0.26%             | 2030-07-20      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10756837.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28412 | PA      | $28566.88     | 0.00%             | 2026-11-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5571610.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12145 | PA      | $9081.80      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6310851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66780 | PA      | $62407.61     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.55        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $281.90       | 0.00%             | 2023-11-15      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1260 | PA      | $1186.58      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991228566.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $169.16       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10566736.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10033 | PA      | $10025.71     | 0.00%             | 2024-11-04      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35802 | PA      | $32838.18     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183294973.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13136 | PA      | $13116.88     | 0.00%             | 2024-12-07      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024644.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $257.78       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612011.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1512 | PA      | $423.22       | 0.00%             | 2024-08-23      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023751.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12519 | PA      | $12243.57     | 0.00%             | 2024-04-25      | 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        |  48325904 | NS      | $48325904.36  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09083545.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31621 | PA      | $32113.86     | 0.00%             | 2026-06-10      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991412009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.20         | 0.00%             | 2023-12-17      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6182754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8639 | PA      | $8189.85      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $413.70       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5474033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $863.59       | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $26.43        | 0.00%             | 2023-12-01      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037469.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2725 | PA      | $2639.66      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5765767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3278 | PA      | $2948.02      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991151.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1713.85      | 0.00%             | 2026-11-08      | Fixed         | 25.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6467 | PA      | $6121.88      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3302 | PA      | $251.91       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164810.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $88.28        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221940.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4805 | PA      | $4763.27      | 0.00%             | 2026-12-10      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3407 | PA      | $3212.76      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8718 | PA      | $8399.61      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218260.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5786 | PA      | $5733.92      | 0.00%             | 2026-12-09      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1992877.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1091 | PA      | $1074.61      | 0.00%             | 2026-11-08      | Fixed         | 28.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $136.14       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11314678.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9264 | PA      | $6478.62      | 0.00%             | 2024-12-31      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183287872.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9872 | PA      | $9707.87      | 0.00%             | 2026-11-18      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179981.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.53        | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999443.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7167 | PA      | $2054.44      | 0.00%             | 2026-11-08      | Fixed         | 29.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991348718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $333.74       | 0.00%             | 2024-11-29      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $4.64         | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $117.51       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991382185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.40        | 0.00%             | 2024-12-17      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5110799.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26824 | PA      | $7038.26      | 0.00%             | 2023-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117679.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $315.47       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305311.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17076 | PA      | $15757.77     | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $1147.06      | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.12        | 0.00%             | 2023-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $78.73        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17729 | PA      | $16453.80     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5675503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10236 | PA      | $9195.13      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11946706.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12295 | PA      | $12313.58     | 0.00%             | 2025-03-12      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5811188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9971 | PA      | $9682.94      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780239.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7880 | PA      | $6957.75      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313375.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2799 | PA      | $1808.91      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659139.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5328 | PA      | $5117.04      | 0.00%             | 2024-11-09      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615354.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11439 | PA      | $1764.63      | 0.00%             | 2026-08-24      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222972.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $406.08       | 0.00%             | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183578940.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11027 | PA      | $10622.10     | 0.00%             | 2026-12-14      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $211.47       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5668701.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14743 | PA      | $13655.55     | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4014 | PA      | $3636.01      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966390.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4296 | PA      | $2923.98      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3382 | PA      | $3116.59      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2601 | PA      | $2273.92      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879903.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6155 | PA      | $187.17       | 0.00%             | 2026-10-19      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176027.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $66.27        | 0.00%             | 2024-11-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742342.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $726.30       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4999801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7631 | PA      | $1938.98      | 0.00%             | 2023-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       466 | PA      | $470.47       | 0.00%             | 2024-11-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6288 | PA      | $6270.50      | 0.00%             | 2024-11-29      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209121.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $16.56        | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2940 | PA      | $2514.77      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073878.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3737 | PA      | $3703.94      | 0.00%             | 2026-11-18      | Fixed         | 15.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991301001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.53        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12244510.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12941 | PA      | $13067.34     | 0.00%             | 2027-01-27      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10314676.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13145 | PA      | $13286.81     | 0.00%             | 2024-10-26      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $152.26       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $537.42       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162903.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $2.22         | 0.00%             | 2024-11-28      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174650.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $74.99        | 0.00%             | 2023-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991402670.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $213.60       | 0.00%             | 2023-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219561.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1781 | PA      | $1761.65      | 0.00%             | 2024-12-10      | Fixed         | 22.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215594.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $128.97       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5383396.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       561 | PA      | $261.69       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5836652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1230.45      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2704 | PA      | $2619.70      | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174351573.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12790 | PA      | $12715.73     | 0.00%             | 2024-02-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183253428.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17326 | PA      | $16890.80     | 0.00%             | 2026-11-17      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182337953.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13476 | PA      | $13123.97     | 0.00%             | 2026-10-17      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102699.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.38        | 0.00%             | 2023-11-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991014627.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $399.07       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $253.75       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       881 | PA      | $891.03       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       719 | PA      | $670.79       | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222515.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5844 | PA      | $5786.75      | 0.00%             | 2026-12-10      | Fixed         | 14.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12498 | PA      | $2520.37      | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $1.64         | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991354689.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $355.80       | 0.00%             | 2024-12-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       366 | PA      | $370.54       | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079129.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $297.63       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410812.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7470 | PA      | $7425.16      | 0.00%             | 2026-07-09      | Fixed         | 23.09%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182975891.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12136 | PA      | $11813.85     | 0.00%             | 2026-11-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991394745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $458.57       | 0.00%             | 2024-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5410313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $1582.14      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09029616.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6391 | PA      | $1278.31      | 0.00%             | 2025-06-03      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182921955.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4442 | PA      | $1763.58      | 0.00%             | 2026-11-05      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119492.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1700 | PA      | $1689.57      | 0.00%             | 2024-11-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Weatherford International plc                                                   | Weatherford International plc                                                      | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     34108 | NS      | $1940063.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4944 | PA      | $4852.12      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618205.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7686 | PA      | $7672.93      | 0.00%             | 2024-08-24      | Fixed         | 17.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3781 | PA      | $2753.86      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657425.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       962 | PA      | $354.53       | 0.00%             | 2026-10-29      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841571.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3027 | PA      | $2956.03      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $2574.97      | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991314063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $130.79       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114496.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $123.33       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991405712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $142.79       | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5761813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5196 | PA      | $4877.26      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183780343.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3621 | PA      | $3597.95      | 0.00%             | 2024-12-25      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991360722.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $10.63        | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665879.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6390 | PA      | $6138.73      | 0.00%             | 2024-11-09      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10156876.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33426 | PA      | $33773.98     | 0.00%             | 2026-10-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112148.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $199.78       | 0.00%             | 2024-11-18      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991295332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2024-12-01      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5019547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1256.98      | 0.00%             | 2023-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $340.50       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991329135.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7434 | PA      | $4922.67      | 0.00%             | 2024-12-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175335.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.83        | 0.00%             | 2023-11-11      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11821456.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21639 | PA      | $2062.97      | 0.00%             | 2025-02-11      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223544.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $102.16       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5303192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2084 | PA      | $603.74       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183258872.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7270 | PA      | $7220.88      | 0.00%             | 2024-11-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618708.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16040 | PA      | $15940.88     | 0.00%             | 2026-08-25      | Fixed         | 19.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991073324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $99.31        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09071487.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12894 | PA      | $13103.98     | 0.00%             | 2025-05-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10109370.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13049 | PA      | $13172.25     | 0.00%             | 2026-10-05      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       466 | PA      | $477.56       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.08        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1110 | PA      | $976.11       | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863886.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $205.46       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $104.87       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10750422.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16943 | PA      | $17100.52     | 0.00%             | 2026-11-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222089.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3911 | PA      | $213.09       | 0.00%             | 2024-12-10      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144058.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $941.39       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179425.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $837.12       | 0.00%             | 2024-11-30      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219267.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6872 | PA      | $6758.94      | 0.00%             | 2026-12-10      | Fixed         | 18.39%                | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                    | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14600000 | PA      | $14548585.66  | 0.41%             | 2024-06-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5043851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $185.99       | 0.00%             | 2023-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6315539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16696 | PA      | $15360.07     | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183067587.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23160 | PA      | $22663.28     | 0.00%             | 2026-12-02      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135342.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3153 | PA      | $2894.65      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5035768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $129.65       | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991391880.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $5.90         | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5405 | PA      | $5205.33      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214103.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26383 | PA      | $26147.02     | 0.00%             | 2026-12-09      | Fixed         | 26.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705864.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25511 | PA      | $25349.10     | 0.00%             | 2026-09-13      | Fixed         | 19.54%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183676944.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5097 | PA      | $4949.41      | 0.00%             | 2026-12-01      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162217.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.33        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069706.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1467 | PA      | $1461.51      | 0.00%             | 2026-11-18      | Fixed         | 24.96%                | 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        |    483672 | PA      | $488805.59    | 0.01%             | 2024-07-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649653.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5543 | PA      | $5314.39      | 0.00%             | 2026-10-28      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Cheniere Energy, Inc.                                                           | Cheniere Energy, Inc.                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1620788.50   | 0.05%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3096 | PA      | $2998.50      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4902989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2001 | PA      | $1172.33      | 0.00%             | 2023-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1105 | PA      | $1063.13      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105467.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.10        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659142.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6663 | PA      | $6339.00      | 0.00%             | 2026-11-21      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09817213.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9948 | PA      | $10125.58     | 0.00%             | 2026-08-26      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991069391.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $6.21         | 0.00%             | 2023-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10127112.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11901 | PA      | $12071.20     | 0.00%             | 2026-08-21      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $65.05        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991375502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $196.13       | 0.00%             | 2024-12-13      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5052345.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3089 | PA      | $2763.06      | 0.00%             | 2023-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5965062.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8763 | PA      | $8006.47      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911052.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6021 | PA      | $5463.96      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $481.90       | 0.00%             | 2024-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215319.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3455 | PA      | $3422.64      | 0.00%             | 2026-12-09      | Fixed         | 21.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221488.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1405 | PA      | $73.77        | 0.00%             | 2026-12-10      | Fixed         | 22.09%                | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6793624.48   | 0.19%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991353299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $9.82         | 0.00%             | 2023-11-28      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024844.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6021 | PA      | $5756.30      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $95.34        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1692690.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $1458.27      | 0.00%             | 2025-01-02      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991053883.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $93.05        | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $108.51       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10018 | PA      | $9596.16      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6297788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $3025.63      | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2062142.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18530 | PA      | $1306.21      | 0.00%             | 2026-11-18      | Fixed         | 27.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1233 | PA      | $1168.96      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.43        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $159.42       | 0.00%             | 2024-11-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $435.35       | 0.00%             | 2024-11-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3285 | PA      | $3027.27      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4723 | PA      | $4509.60      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10489 | PA      | $9719.42      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5148875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1458 | PA      | $1403.18      | 0.00%             | 2023-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218540.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5717 | PA      | $763.70       | 0.00%             | 2027-05-09      | Fixed         | 15.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09726629.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10385 | PA      | $10462.69     | 0.00%             | 2024-07-09      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5043756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       606 | PA      | $374.96       | 0.00%             | 2023-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $212.42       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150916.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.82         | 0.00%             | 2028-01-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5952519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8339 | PA      | $7995.40      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5620356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       984 | PA      | $957.49       | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10552 | PA      | $10305.46     | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184233839.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7003 | PA      | $6949.84      | 0.00%             | 2024-12-16      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254269.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     90134 | PA      | $83844.81     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       967 | PA      | $76.16        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991024759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $309.95       | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123719.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $60.69        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10508459.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35051 | PA      | $35477.42     | 0.00%             | 2026-09-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       407 | PA      | $404.80       | 0.00%             | 2024-11-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12049 | PA      | $11546.10     | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010749.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4079 | PA      | $3397.90      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994202.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44594 | PA      | $25623.57     | 0.00%             | 2026-11-08      | Fixed         | 22.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220491.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $667.94       | 0.00%             | 2024-12-10      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196292.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $193.09       | 0.00%             | 2024-11-22      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064664.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7298 | PA      | $6932.05      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $171.09       | 0.00%             | 2024-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $173.22       | 0.00%             | 2024-11-27      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5920879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11785 | PA      | $10703.01     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $28.68        | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991277503.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $385.18       | 0.00%             | 2024-11-26      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880417.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1969 | PA      | $1949.53      | 0.00%             | 2024-10-19      | Fixed         | 5.63%                 | No            |                  3 | On Loan: No      |
| COLT Mortgage Loan Trust                                                        | COLT Mortgage Loan Trust, Series 2022-4, Class A1                                  | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3389996 | PA      | $3317114.93   | 0.09%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184003016.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $1009.30      | 0.00%             | 2024-12-08      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $157.22       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5965637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7067 | PA      | $6736.61      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09353776.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13292 | PA      | $3121.23      | 0.00%             | 2024-06-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4829869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $928.68       | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060822.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $887.82       | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10244251.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20609 | PA      | $20662.66     | 0.00%             | 2026-09-28      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1668165.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4277 | PA      | $4172.72      | 0.00%             | 2026-11-12      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298110.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $103.81       | 0.00%             | 2023-12-18      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991083038.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $67.28        | 0.00%             | 2023-11-12      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5135989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6343 | PA      | $2513.82      | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1370 | PA      | $889.75       | 0.00%             | 2024-12-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201579.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $-11.53       | -0.00%            | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285965.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4600 | PA      | $0.00         | 0.00%             | 2024-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991211771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.56        | 0.00%             | 2024-11-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183474066.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4093 | PA      | $4074.34      | 0.00%             | 2024-11-30      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182903788.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14394 | PA      | $14268.61     | 0.00%             | 2024-11-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991076389.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       503 | PA      | $499.92       | 0.00%             | 2024-11-17      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5931817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1311 | PA      | $1276.55      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880976.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3262 | PA      | $3250.92      | 0.00%             | 2024-10-19      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656207.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21030 | PA      | $20390.19     | 0.00%             | 2026-10-28      | Fixed         | 23.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11138919.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12453 | PA      | $12622.53     | 0.00%             | 2027-01-01      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19580 | PA      | $18325.95     | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5578014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       798 | PA      | $690.11       | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4842858.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16106 | PA      | $8215.69      | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618185.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9619 | PA      | $9526.85      | 0.00%             | 2026-08-24      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183184685.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5507 | PA      | $5459.73      | 0.00%             | 2024-12-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214951.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $343.65       | 0.00%             | 2024-11-11      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119020.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $295.09       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135586.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $34.99        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130170.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.84        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16913 | PA      | $15492.25     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184364758.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1021 | PA      | $1014.53      | 0.00%             | 2024-12-21      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183334882.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3918 | PA      | $3866.77      | 0.00%             | 2024-11-16      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2929 | PA      | $2630.01      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $60.68        | 0.00%             | 2023-12-17      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069767.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3884 | PA      | $3824.21      | 0.00%             | 2026-11-18      | Fixed         | 18.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234093.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.99        | 0.00%             | 2024-11-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5695625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2513 | PA      | $2412.47      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995371.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3271 | PA      | $3237.51      | 0.00%             | 2026-11-08      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205665.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $6.73         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214231.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3153 | PA      | $3108.67      | 0.00%             | 2026-12-09      | Fixed         | 17.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407604.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.10         | 0.00%             | 2027-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $169.51       | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4931819.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2457 | PA      | $1681.57      | 0.00%             | 2023-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072986.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6268 | PA      | $6223.51      | 0.00%             | 2024-11-18      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6225953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3316 | PA      | $3074.34      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221646.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8584 | PA      | $8441.98      | 0.00%             | 2026-12-10      | Fixed         | 18.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $514.97       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5551142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7176 | PA      | $6783.67      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606620.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $326.46       | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5184669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4290 | PA      | $1910.06      | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.57         | 0.00%             | 2028-02-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10221821.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25281 | PA      | $25669.07     | 0.00%             | 2026-10-02      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913480.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4256 | PA      | $4118.52      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194147.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1163 | PA      | $1163.10      | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09046413.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12685 | PA      | $12785.44     | 0.00%             | 2024-04-23      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183636681.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28262 | PA      | $27602.20     | 0.00%             | 2026-11-30      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5145759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9463 | PA      | $7591.16      | 0.00%             | 2023-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2154 | PA      | $2093.51      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182558045.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10498 | PA      | $10343.78     | 0.00%             | 2026-11-22      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       490 | PA      | $475.97       | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214645.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $292.23       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2213576.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3082 | PA      | $3031.63      | 0.00%             | 2026-12-09      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5042175.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17538 | PA      | $14740.05     | 0.00%             | 2023-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $15.22        | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6871 | PA      | $6340.79      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1974259.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8647 | PA      | $1207.64      | 0.00%             | 2026-11-08      | Fixed         | 14.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266829.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1824 | PA      | $1836.80      | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991313187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.17         | 0.00%             | 2023-11-28      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5936991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3635 | PA      | $3017.84      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117511.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $0.00         | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184044208.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18364 | PA      | $18206.50     | 0.00%             | 2024-12-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $101.42       | 0.00%             | 2024-11-29      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148239.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $736.34       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4626040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5792 | PA      | $1514.88      | 0.00%             | 2023-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4609 | PA      | $2874.33      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183721314.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13602 | PA      | $13214.37     | 0.00%             | 2026-12-03      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2476 | PA      | $2412.50      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940393.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1037 | PA      | $972.76       | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616175.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3718 | PA      | $3694.60      | 0.00%             | 2027-01-24      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144784.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.90         | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103642.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $240.21       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170972.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $87.17        | 0.00%             | 2024-11-28      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11803668.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9038 | PA      | $8901.62      | 0.00%             | 2025-02-13      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $49.09        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5045876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7087 | PA      | $2595.13      | 0.00%             | 2023-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6189435.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4039 | PA      | $3734.44      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6302302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29297 | PA      | $27107.41     | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305920.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18460 | PA      | $16936.11     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799271.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14612 | PA      | $14631.85     | 0.00%             | 2024-12-21      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222516.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $930.47       | 0.00%             | 2026-12-10      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $183.29       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $85.47        | 0.00%             | 2023-11-25      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $110.99       | 0.00%             | 2024-11-22      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086719.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.83         | 0.00%             | 2023-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.25        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233679.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $288.98       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612398.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8164 | PA      | $7935.60      | 0.00%             | 2026-08-23      | Fixed         | 22.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2869 | PA      | $2757.36      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $167.96       | 0.00%             | 2024-11-20      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37445 | PA      | $34530.05     | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630558.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3913 | PA      | $3849.50      | 0.00%             | 2024-09-27      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183108062.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17225 | PA      | $3136.51      | 0.00%             | 2026-11-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10263399.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5923 | PA      | $5992.98      | 0.00%             | 2025-10-08      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203281.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       431 | PA      | $432.61       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184056676.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3462 | PA      | $3356.81      | 0.00%             | 2024-12-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6181142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3282 | PA      | $3056.84      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5798 | PA      | $5347.72      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878106.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14466 | PA      | $14396.99     | 0.00%             | 2026-10-19      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11376149.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16417 | PA      | $16385.93     | 0.00%             | 2026-11-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991350999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $18.77        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $631.18       | 0.00%             | 2024-12-01      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11769543.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26018 | PA      | $26071.70     | 0.00%             | 2027-02-11      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5806864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       707 | PA      | $691.86       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991009200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $256.85       | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11194608.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14386 | PA      | $14589.17     | 0.00%             | 2025-12-20      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12257518.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10553 | PA      | $10395.69     | 0.00%             | 2025-03-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $57.65        | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073552.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1721.57      | 0.00%             | 2026-11-18      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183532866.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3999 | PA      | $3978.35      | 0.00%             | 2024-11-24      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09029834.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9509 | PA      | $9684.13      | 0.00%             | 2026-06-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130487.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $111.06       | 0.00%             | 2025-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075442.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6220 | PA      | $6124.39      | 0.00%             | 2027-04-18      | Fixed         | 22.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12243834.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4106 | PA      | $4119.64      | 0.00%             | 2024-07-27      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089471.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $311.66       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10214566.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20675 | PA      | $20985.70     | 0.00%             | 2026-08-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4675113.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       564 | PA      | $163.44       | 0.00%             | 2023-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $1097.07      | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646078.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7867 | PA      | $7621.04      | 0.00%             | 2024-10-28      | Fixed         | 12.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096770.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $103.34       | 0.00%             | 2023-11-18      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $19.59        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6029336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7379 | PA      | $7013.66      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5471332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12560 | PA      | $6839.62      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196471.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.41        | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991403359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $50.93        | 0.00%             | 2023-12-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881295.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5742 | PA      | $5674.20      | 0.00%             | 2026-10-19      | Fixed         | 16.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616921.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1291 | PA      | $1231.51      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991184091.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       366 | PA      | $79.52        | 0.00%             | 2024-11-14      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4932560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $225.99       | 0.00%             | 2023-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182386230.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6080 | PA      | $4690.26      | 0.00%             | 2024-10-19      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102823.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $17.53        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219474.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8988 | PA      | $8897.63      | 0.00%             | 2027-05-10      | Fixed         | 13.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4407 | PA      | $4201.44      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1913 | PA      | $1615.72      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10200104.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20608 | PA      | $20900.22     | 0.00%             | 2026-10-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6052184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5106 | PA      | $4867.55      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8238 | PA      | $7181.67      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6269491.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34564 | PA      | $32257.72     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137126.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $73.90        | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       893 | PA      | $890.04       | 0.00%             | 2024-12-01      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08741967.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22573 | PA      | $22954.81     | 0.00%             | 2026-05-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110203.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $132.10       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991051905.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       413 | PA      | $410.54       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144020.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $1106.06      | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $195.12       | 0.00%             | 2024-11-22      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16321 | PA      | $15203.30     | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11103030.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20304 | PA      | $20469.01     | 0.00%             | 2026-11-23      | Fixed         | 20.49%                | 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        |  17350000 | PA      | $18358755.03  | 0.52%             | 2032-12-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4798341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       723 | PA      | $166.04       | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4642105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $49.13        | 0.00%             | 2023-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5669597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1131 | PA      | $1103.91      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101910.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $2814.62      | 0.00%             | 2024-11-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5093886.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2277 | PA      | $1459.02      | 0.00%             | 2023-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5302479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $484.55       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10352432.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15135 | PA      | $15296.50     | 0.00%             | 2026-09-01      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214552.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4381 | PA      | $4341.26      | 0.00%             | 2026-12-09      | Fixed         | 25.53%                | No            |                  3 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                     | Toronto-Dominion Bank (The)                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  12000000 | PA      | $12072564.00  | 0.34%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6132148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4867 | PA      | $4542.05      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.56        | 0.00%             | 2023-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612144.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1776 | PA      | $1778.22      | 0.00%             | 2024-08-24      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1491 | PA      | $1552.50      | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940464.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5592 | PA      | $5268.54      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991332908.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $56.22        | 0.00%             | 2023-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12387458.70  | 0.35%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149901.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $35.79        | 0.00%             | 2023-11-29      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162960.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $99.59        | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5091887.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $216.81       | 0.00%             | 2023-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161686.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.12        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991345529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $323.88       | 0.00%             | 2024-12-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182790988.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18011 | PA      | $2296.32      | 0.00%             | 2026-11-23      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112513.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $424.67       | 0.00%             | 2024-11-15      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023648.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10239 | PA      | $9701.85      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184431796.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5386 | PA      | $659.69       | 0.00%             | 2024-12-23      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991243049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $120.21       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28800000 | PA      | $22007812.61  | 0.62%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183524052.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17490 | PA      | $17371.64     | 0.00%             | 2024-11-26      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $98.63        | 0.00%             | 2024-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5689085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2251 | PA      | $2203.69      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $14.13        | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184253510.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14202 | PA      | $10910.16     | 0.00%             | 2025-04-21      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169914.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       377 | PA      | $383.50       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140XFHM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991333878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3059 | PA      | $3002.73      | 0.00%             | 2024-12-17      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070292.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $666.18       | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2071291.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2818 | PA      | $2808.46      | 0.00%             | 2026-11-18      | Fixed         | 30.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6188963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9812 | PA      | $9304.08      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173604231.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12256 | PA      | $11325.14     | 0.00%             | 2026-01-12      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908463.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3866 | PA      | $3663.62      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08739403.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20546 | PA      | $20920.48     | 0.00%             | 2026-03-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183270133.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5312 | PA      | $5258.59      | 0.00%             | 2024-11-22      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991321382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $147.03       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $578.44       | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6292886.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9279 | PA      | $8706.86      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $234.34       | 0.00%             | 2024-11-29      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5147506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3461 | PA      | $3052.18      | 0.00%             | 2023-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901856.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10806 | PA      | $5928.74      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Northrop Grumman Corp.                                                          | Northrop Grumman Corp.                                                             | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3670264.43   | 0.10%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1871080.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4973 | PA      | $4903.79      | 0.00%             | 2026-10-19      | Fixed         | 18.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $335.44       | 0.00%             | 2023-11-09      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1621068.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3489 | PA      | $3488.89      | 0.00%             | 2026-08-25      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Bain Capital Credit CLO                                                         | Bain Capital Credit CLO Ltd., Series 2018-1A, Class A2                             | CUSIP: 05683LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $4955533.98   | 0.14%             | 2031-04-23      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229010.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $-13.72       | -0.00%            | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7902 | PA      | $7675.91      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991092009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $1191.97      | 0.00%             | 2024-11-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991129109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $341.02       | 0.00%             | 2024-11-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831453.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2577 | PA      | $2489.03      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779703.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2954 | PA      | $2830.11      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154357.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $145.81       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284857.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $141.43       | 0.00%             | 2024-12-17      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10247805.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5173 | PA      | $5141.20      | 0.00%             | 2026-08-22      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5836158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $1441.92      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5764103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $2464.74      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $509.26       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831825.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3466 | PA      | $3320.52      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037582.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.79        | 0.00%             | 2024-11-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6227677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6457 | PA      | $6098.57      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184078696.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6922 | PA      | $6849.90      | 0.00%             | 2024-12-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $248.59       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220113.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4301 | PA      | $4268.15      | 0.00%             | 2026-12-10      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5241689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2313 | PA      | $2003.33      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140051.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $751.90       | 0.00%             | 2024-11-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731062.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $779.94       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162110.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $2.31         | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991409003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $228.85       | 0.00%             | 2024-12-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $126.07       | 0.00%             | 2023-12-02      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5729426.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4864 | PA      | $4760.07      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105230.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264341.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $370.09       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203023.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $0.00         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995866.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2873 | PA      | $2850.29      | 0.00%             | 2026-11-08      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991289981.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $34.81        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7731 | PA      | $7248.42      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184251864.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7872 | PA      | $7745.40      | 0.00%             | 2026-12-17      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8333 | PA      | $8003.63      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105687.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $204.25       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6180044.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10997 | PA      | $10063.66     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182400546.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5770 | PA      | $5623.08      | 0.00%             | 2026-10-20      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991254447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $250.28       | 0.00%             | 2024-11-21      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4761213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $801.12       | 0.00%             | 2023-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $520.34       | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142325.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15244 | PA      | $14484.75     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703263.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $1004.58      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       849 | PA      | $828.23       | 0.00%             | 2023-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.65        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991029735.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $164.96       | 0.00%             | 2024-11-11      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996580.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7018 | PA      | $6946.09      | 0.00%             | 2026-11-08      | Fixed         | 14.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123294.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2686 | PA      | $2572.81      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183426724.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10219 | PA      | $10085.97     | 0.00%             | 2026-11-22      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991397130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1279 | PA      | $1285.48      | 0.00%             | 2024-12-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877544.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $655.31       | 0.00%             | 2024-10-19      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $244.06       | 0.00%             | 2024-11-25      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9303 | PA      | $8626.51      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171017047.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4113 | PA      | $3984.50      | 0.00%             | 2023-10-07      | Fixed         | 8.46%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10683820.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8330 | PA      | $8353.17      | 0.00%             | 2026-10-02      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1618482.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4741 | PA      | $4543.16      | 0.00%             | 2026-08-20      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2213943.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7990 | PA      | $7924.53      | 0.00%             | 2026-12-09      | Fixed         | 8.37%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991319276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.14        | 0.00%             | 2023-12-19      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $13.66        | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.74         | 0.00%             | 2028-02-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $240.82       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991015928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $55.52        | 0.00%             | 2023-11-09      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       793 | PA      | $0.00         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $7.19         | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072451.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       559 | PA      | $550.92       | 0.00%             | 2026-11-18      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220286.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4920 | PA      | $4664.42      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1313 | PA      | $1334.21      | 0.00%             | 2024-11-11      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171885695.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6794 | PA      | $6534.59      | 0.00%             | 2025-11-17      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918679.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27732 | PA      | $25239.73     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11194668.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16491 | PA      | $16678.68     | 0.00%             | 2027-01-03      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209749.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43958 | PA      | $41881.69     | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166104484.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14783 | PA      | $13189.09     | 0.00%             | 2025-05-01      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2828 | PA      | $2733.92      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $729.07       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135137.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       605 | PA      | $599.38       | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       887 | PA      | $891.44       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167111.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $28.35        | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $281.42       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217553.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5056 | PA      | $5006.71      | 0.00%             | 2026-12-09      | Fixed         | 16.03%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31404JLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118649 | PA      | $120141.91    | 0.00%             | 2034-02-01      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36206FRH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        66 | PA      | $65.72        | 0.00%             | 2025-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994058.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2604 | PA      | $696.01       | 0.00%             | 2026-11-08      | Fixed         | 19.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11703270.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12883 | PA      | $12972.52     | 0.00%             | 2026-12-29      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991381330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $596.76       | 0.00%             | 2023-12-12      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $25.60        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11396589.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12428 | PA      | $12244.12     | 0.00%             | 2027-01-07      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877523.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4951 | PA      | $4883.28      | 0.00%             | 2026-10-19      | Fixed         | 19.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08816539.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18508 | PA      | $18746.83     | 0.00%             | 2026-06-01      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581220.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3130 | PA      | $1463.95      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991354601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.79        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177654.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $158.50       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5863890.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28996 | PA      | $27645.90     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $325.00       | 0.00%             | 2024-11-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1600527.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7888 | PA      | $7437.23      | 0.00%             | 2026-08-24      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5641169.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $262.05       | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182998182.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8134 | PA      | $7904.54      | 0.00%             | 2026-11-08      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173383392.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8261 | PA      | $7856.91      | 0.00%             | 2026-01-12      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991376799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $703.87       | 0.00%             | 2023-12-16      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217087.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1089 | PA      | $862.89       | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2058162.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       901 | PA      | $265.23       | 0.00%             | 2026-11-18      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991244025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $103.95       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991301956.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $73.85        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5561549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2387 | PA      | $2316.00      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197724.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $90.62        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $179.83       | 0.00%             | 2023-11-19      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7109 | PA      | $6160.66      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261384.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18000 | PA      | $16913.32     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $92.88        | 0.00%             | 2023-11-23      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070126.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5760 | PA      | $5708.39      | 0.00%             | 2026-11-18      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                      | CUSIP: 31418EHA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564278 | PA      | $541705.56    | 0.02%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656195.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9484 | PA      | $9187.51      | 0.00%             | 2024-10-28      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616998.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2084 | PA      | $2081.13      | 0.00%             | 2024-08-24      | Fixed         | 18.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4625048.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       963 | PA      | $252.48       | 0.00%             | 2023-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $168.98       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184281792.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3510 | PA      | $3485.27      | 0.00%             | 2024-12-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $260.11       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $125.33       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898806.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9624 | PA      | $9145.58      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10756762.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26736 | PA      | $27155.39     | 0.00%             | 2026-11-21      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679950.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10113 | PA      | $9640.05      | 0.00%             | 2026-12-16      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183809680.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28542 | PA      | $26759.81     | 0.00%             | 2026-12-07      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4093 | PA      | $3911.86      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259405.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1238 | PA      | $1183.14      | 0.00%             | 2024-12-15      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       911 | PA      | $70.89        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5563870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10120 | PA      | $9113.04      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       889 | PA      | $61.06        | 0.00%             | 2024-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991278481.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $0.97         | 0.00%             | 2027-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2974 | PA      | $2858.35      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115744.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $171.05       | 0.00%             | 2024-11-19      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6352872.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7190 | PA      | $6626.76      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099101.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $92.16        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6141988.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21300 | PA      | $18552.72     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $67.07        | 0.00%             | 2024-11-21      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $132.24       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09799610.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10412 | PA      | $10382.70     | 0.00%             | 2024-08-12      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184149742.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18827 | PA      | $18333.41     | 0.00%             | 2026-12-15      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       841 | PA      | $821.99       | 0.00%             | 2024-11-13      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5764336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1691 | PA      | $1625.13      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $29.64        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070733.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2599 | PA      | $2585.53      | 0.00%             | 2026-11-18      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991338982.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $330.89       | 0.00%             | 2024-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $1.60         | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184237123.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12976 | PA      | $12767.36     | 0.00%             | 2026-12-17      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $34.93        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991428763.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.09        | 0.00%             | 2024-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877448.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11815 | PA      | $835.27       | 0.00%             | 2026-10-19      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6523 | PA      | $6060.88      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5749311.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2368 | PA      | $2274.07      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990667.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3902 | PA      | $3870.05      | 0.00%             | 2026-11-08      | Fixed         | 27.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5567514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6497 | PA      | $4734.03      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15647 | PA      | $14912.78     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062678.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $223.99       | 0.00%             | 2024-11-15      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991117400.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.32        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11605 | PA      | $10933.56     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $31.05        | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4832683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2596 | PA      | $931.44       | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $394.79       | 0.00%             | 2024-11-14      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5039576.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3966 | PA      | $2668.62      | 0.00%             | 2023-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6044830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37958 | PA      | $35757.20     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6303414.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13942 | PA      | $13072.16     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5782354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7024 | PA      | $4614.43      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2210120.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2909 | PA      | $2860.11      | 0.00%             | 2026-12-10      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183333541.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18158 | PA      | $17569.18     | 0.00%             | 2026-11-22      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.05         | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172077.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $114.27       | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $276.69       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177225.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1857 | PA      | $135.14       | 0.00%             | 2023-11-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176870.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2071 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136704.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3973 | PA      | $3622.73      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4694 | PA      | $3823.33      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144250.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $206.55       | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025192.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $400.44       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991041167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.48        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $329.58       | 0.00%             | 2024-11-15      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204182.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1322 | PA      | $1376.42      | 0.00%             | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215433.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1659.53      | 0.00%             | 2026-12-09      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3781 | PA      | $3588.63      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733218.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $3677.49      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183371105.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20456 | PA      | $16020.67     | 0.00%             | 2026-11-19      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705649.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4581 | PA      | $4526.44      | 0.00%             | 2025-02-13      | Fixed         | 12.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10101337.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27455 | PA      | $27701.13     | 0.00%             | 2024-10-02      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991449461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $0.92         | 0.00%             | 2024-12-20      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991313589.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1204 | PA      | $1195.43      | 0.00%             | 2024-12-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $179.35       | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991147489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $-0.01        | -0.00%            | 2027-08-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991341980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $173.05       | 0.00%             | 2023-12-19      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183562559.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23223 | PA      | $22514.86     | 0.00%             | 2026-11-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5477435.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $225.05       | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219236.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2160 | PA      | $2138.79      | 0.00%             | 2027-05-10      | Fixed         | 30.82%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183704686.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11297 | PA      | $8505.89      | 0.00%             | 2026-12-21      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614982.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8399 | PA      | $-356.80      | -0.00%            | 2027-01-24      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410939.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2660 | PA      | $2636.89      | 0.00%             | 2024-12-09      | Fixed         | 23.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       605 | PA      | $590.64       | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215565.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5011 | PA      | $4959.40      | 0.00%             | 2026-12-09      | Fixed         | 13.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8605 | PA      | $8294.66      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991403287.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.00        | 0.00%             | 2024-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071149.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21313 | PA      | $21074.69     | 0.00%             | 2026-11-18      | Fixed         | 16.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232811.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.74        | 0.00%             | 2023-11-30      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $99.10        | 0.00%             | 2024-12-14      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $9.60         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $83.56        | 0.00%             | 2023-11-15      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181728.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $271.61       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991478169.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4536 | PA      | $4490.73      | 0.00%             | 2024-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880218.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2070 | PA      | $1997.84      | 0.00%             | 2026-10-19      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | Teva Pharmaceutical Finance Netherlands III BV                                     | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1846880.00   | 0.05%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $122.02       | 0.00%             | 2024-11-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $67.17        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991244901.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       544 | PA      | $-25.56       | -0.00%            | 2024-12-08      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Cook Park CLO Ltd.                                                              | Cook Park CLO Ltd., Series 2018-1A, Class A2                                       | CUSIP: 21623PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5863451.38   | 0.17%             | 2030-04-17      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10477679.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22927 | PA      | $23088.33     | 0.00%             | 2026-10-14      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735998.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6246 | PA      | $5900.07      | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799511.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12719 | PA      | $12896.01     | 0.00%             | 2027-02-11      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991399754.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $137.24       | 0.00%             | 2024-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217829.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $87.67        | 0.00%             | 2023-12-08      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.79         | 0.00%             | 2028-02-14      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24672526.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16776 | PA      | $17748.37     | 0.00%             | 2024-12-11      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5319989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $1241.49      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1440 | PA      | $1411.75      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991288971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.12        | 0.00%             | 2024-11-23      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5557334.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1158 | PA      | $945.36       | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.63        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964220.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19138 | PA      | $17963.45     | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3755 | PA      | $3734.75      | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183146083.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17198 | PA      | $16946.59     | 0.00%             | 2026-11-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184471382.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3345 | PA      | $3240.73      | 0.00%             | 2026-12-23      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12242769.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13691 | PA      | $13728.87     | 0.00%             | 2027-01-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5571805.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7304 | PA      | $6734.31      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4832582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3956 | PA      | $3375.88      | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5503969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $807.88       | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $229.46       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213839.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $122.36       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154754.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $822.41       | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6211 | PA      | $6045.70      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271434.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36815 | PA      | $34347.57     | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $326.93       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183145768.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17215 | PA      | $16888.59     | 0.00%             | 2026-11-26      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7787 | PA      | $7390.95      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617016.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13772 | PA      | $13638.87     | 0.00%             | 2026-08-24      | Fixed         | 15.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6248918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13301 | PA      | $12652.48     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5587316.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25701 | PA      | $24622.71     | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184202834.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10791 | PA      | $10638.66     | 0.00%             | 2024-12-15      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991049974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       444 | PA      | $442.22       | 0.00%             | 2024-11-14      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215457.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185 | PA      | $1085.23      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11389002.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5300 | PA      | $5304.95      | 0.00%             | 2025-01-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183980484.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18403 | PA      | $14589.07     | 0.00%             | 2024-12-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991324789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $349.33       | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                    | Bain Capital Credit CLO Ltd., Series 2020-4A, Class B                              | CUSIP: 05684KAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8350000 | PA      | $8154125.21   | 0.23%             | 2033-10-20      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075077.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $2417.24      | 0.00%             | 2026-11-18      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881256.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9519 | PA      | $9433.12      | 0.00%             | 2026-10-19      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2213733.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       881 | PA      | $864.67       | 0.00%             | 2026-12-09      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074782.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2355 | PA      | $2238.96      | 0.00%             | 2026-11-18      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $118.57       | 0.00%             | 2024-11-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143710.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $77.90        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333266.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8049 | PA      | $8004.50      | 0.00%             | 2025-01-02      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876562.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5085 | PA      | $5008.03      | 0.00%             | 2026-10-19      | Fixed         | 22.64%                | No            |                  3 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                               | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2900000 | PA      | $3153737.68   | 0.09%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182918052.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5251 | PA      | $5202.24      | 0.00%             | 2024-11-03      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 156700000 | PA      | $114182883.60 | 3.22%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6301579.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1783 | PA      | $1652.42      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.19        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4817 | PA      | $4712.96      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $910.06       | 0.00%             | 2024-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11399720.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18196 | PA      | $18060.36     | 0.00%             | 2027-01-04      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222196.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2103 | PA      | $2084.35      | 0.00%             | 2026-12-10      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267258.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $49.38        | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183974150.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21467 | PA      | $21100.30     | 0.00%             | 2026-12-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304140.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $301.91       | 0.00%             | 2024-12-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215431.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2014 | PA      | $1987.29      | 0.00%             | 2026-12-09      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125736.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $63.26        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 312931PG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    579247 | PA      | $589001.13    | 0.02%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5578 | PA      | $5115.74      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991205792.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $43.94        | 0.00%             | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991341019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $598.89       | 0.00%             | 2024-12-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $4.99         | 0.00%             | 2024-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769699.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5650 | PA      | $5500.56      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31402YRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9040 | PA      | $9196.96      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991330889.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.68        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                 | CUSIP: 25714PDX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        | 610400000 | PA      | $10777353.50  | 0.30%             | 2023-02-15      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167474153.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5004 | PA      | $4843.15      | 0.00%             | 2033-02-27      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $172.70       | 0.00%             | 2023-11-12      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.29        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5598399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $123.23       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991272143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $27.15        | 0.00%             | 2024-12-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1610477.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20280 | PA      | $20046.47     | 0.00%             | 2026-08-25      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $41.61        | 0.00%             | 2024-11-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $119.06       | 0.00%             | 2023-12-15      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216477.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $22.27        | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223013.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $23.18        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $257.85       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184283202.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6856 | PA      | $6759.29      | 0.00%             | 2026-12-20      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991463713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $307.13       | 0.00%             | 2024-12-20      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $211.03       | 0.00%             | 2024-11-11      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407NQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       333 | PA      | $345.85       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114266.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184358622.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10813 | PA      | $10649.06     | 0.00%             | 2026-12-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588423.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1428 | PA      | $1187.53      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| San Bernardino Community College District                                       | San Bernardino Community College District, Series 2021                             | CUSIP: 796720PQ7<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |  11880000 | PA      | $8218203.84   | 0.23%             | 2049-08-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6125649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13752 | PA      | $13124.96     | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5284158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $320.47       | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219230.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9370 | PA      | $9241.21      | 0.00%             | 2026-12-10      | Fixed         | 15.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991051385.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $23.70        | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4678619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $411.45       | 0.00%             | 2023-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130319.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $303.98       | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3349 | PA      | $3165.64      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183031081.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12217 | PA      | $11913.81     | 0.00%             | 2024-11-18      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110719.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $156.08       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $675.73       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11008190.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25720 | PA      | $26023.84     | 0.00%             | 2027-01-02      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       472 | PA      | $481.88       | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270303.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-12-15      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221749.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $1033.51      | 0.00%             | 2027-10-10      | Fixed         | 30.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32058 | PA      | $30874.05     | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074747.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2613 | PA      | $2600.70      | 0.00%             | 2026-11-18      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026463.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7616 | PA      | $7319.91      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3005 | PA      | $2853.39      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1993106.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2265 | PA      | $1369.84      | 0.00%             | 2024-11-08      | Fixed         | 27.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $159.66       | 0.00%             | 2024-11-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108088.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $-20.08       | -0.00%            | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Weyerhaeuser Mortgage Co. of Texas                                              | Weyerhaeuser Mortgage Co. of Texas, Series 1984-A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      2112 | PA      | $2111.73      | 0.00%             | 2024-01-01      | Fixed         | 7.43%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5281875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2851 | PA      | $2720.64      | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6170351.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2321 | PA      | $2061.78      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072390.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $173.26       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991426127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $179.37       | 0.00%             | 2024-12-17      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $95.57        | 0.00%             | 2024-11-21      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070287.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3264 | PA      | $3248.58      | 0.00%             | 2026-11-18      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183446729.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12824 | PA      | $12602.29     | 0.00%             | 2026-11-23      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103901.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $399.67       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992799.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3332 | PA      | $3305.89      | 0.00%             | 2024-11-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6309173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22517 | PA      | $21107.17     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991019302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.24         | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217266.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60312 | PA      | $57347.11     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $70.84        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $152.53       | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1932 | PA      | $1885.59      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5695515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4486 | PA      | $2797.60      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $237.97       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2822 | PA      | $2815.17      | 0.00%             | 2024-11-22      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $166.76       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184041474.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22095 | PA      | $4284.24      | 0.00%             | 2026-12-15      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878925.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7131 | PA      | $7104.43      | 0.00%             | 2026-10-19      | Fixed         | 26.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6356189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12040 | PA      | $11243.25     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705495.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2482 | PA      | $2467.35      | 0.00%             | 2026-09-13      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285446.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63814 | PA      | $59547.25     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $394.65       | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309883.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $236.57       | 0.00%             | 2024-12-17      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991319761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $352.08       | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991317800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.69         | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136292.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $0.00         | 0.00%             | 2028-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31411NL54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12091 | PA      | $12305.02     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991242301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $4.09         | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105654.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       712 | PA      | $704.52       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991306283.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $73.72        | 0.00%             | 2023-12-19      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.41        | 0.00%             | 2023-11-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09130807.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13578 | PA      | $13772.90     | 0.00%             | 2025-06-16      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616426.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $1665.22      | 0.00%             | 2027-01-24      | Fixed         | 30.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144685.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1082 | PA      | $1094.73      | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876835.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       833 | PA      | $821.29       | 0.00%             | 2026-10-19      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184191218.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11386 | PA      | $1991.69      | 0.00%             | 2024-12-17      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5716838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3487 | PA      | $3291.87      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| City of Salt Lake UT Sales and Excise Tax Revenue                               | City of Salt Lake City, Series 2019 B                                              | CUSIP: 79560TEF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3155000 | PA      | $2642569.95   | 0.07%             | 2038-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157081.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $145.68       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183472728.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5081 | PA      | $4934.59      | 0.00%             | 2026-12-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991369349.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $79.51        | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5860921.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1280 | PA      | $1167.56      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655031.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3381 | PA      | $3331.22      | 0.00%             | 2024-10-26      | Fixed         | 26.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988972.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4843 | PA      | $4786.56      | 0.00%             | 2026-11-08      | Fixed         | 13.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991283131.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $26.17        | 0.00%             | 2024-12-18      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $216.97       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183540100.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5159 | PA      | $5097.74      | 0.00%             | 2026-11-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5094254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $705.17       | 0.00%             | 2023-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11449 | PA      | $11054.17     | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $213.39       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998360.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6648 | PA      | $6556.80      | 0.00%             | 2026-11-08      | Fixed         | 15.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $127.18       | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2255 | PA      | $2244.22      | 0.00%             | 2024-11-27      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6178497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2775 | PA      | $2602.05      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12428 | PA      | $12015.83     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6170600.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3906 | PA      | $3623.78      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $97.43        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991505059.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $75.31        | 0.00%             | 2023-12-21      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10519975.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11051 | PA      | $10917.51     | 0.00%             | 2026-10-20      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156903.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $115.77       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879681.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18194 | PA      | $1302.12      | 0.00%             | 2026-10-19      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991473570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       315 | PA      | $312.68       | 0.00%             | 2024-12-17      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       338 | PA      | $0.00         | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080172.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $107.27       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $632.20       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5039742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3766 | PA      | $3225.39      | 0.00%             | 2023-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146991.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $99.45        | 0.00%             | 2024-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881161.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $66.54        | 0.00%             | 2026-10-19      | Fixed         | 23.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $128.27       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $187.58       | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627013.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $1416.73      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140300.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $174.56       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2457 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150621.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $174.47       | 0.00%             | 2024-11-29      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $309.53       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.88        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $55.36        | 0.00%             | 2023-11-27      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991310336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $4.42         | 0.00%             | 2024-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.99        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153231.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $63.52        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $65.77        | 0.00%             | 2023-11-17      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178073.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.26        | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996768.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8530 | PA      | $8460.06      | 0.00%             | 2026-11-08      | Fixed         | 23.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $99.14        | 0.00%             | 2023-11-22      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165584619.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $250.70       | 0.00%             | 2033-02-05      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991175302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.47        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991030105.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $86.20        | 0.00%             | 2024-11-11      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113936.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $23.97        | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52665 | PA      | $50901.21     | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6238854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3389 | PA      | $3209.25      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1609138.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11896 | PA      | $11460.18     | 0.00%             | 2026-08-17      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10765319.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6096 | PA      | $6176.17      | 0.00%             | 2026-11-11      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $138.17       | 0.00%             | 2024-11-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $150.51       | 0.00%             | 2023-11-18      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210916.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $67.08        | 0.00%             | 2023-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991048387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $603.97       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $264.31       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877656.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1344 | PA      | $1330.41      | 0.00%             | 2024-10-19      | Fixed         | 23.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1050 | PA      | $1052.61      | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31410YZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       405 | PA      | $412.55       | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165471.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $51.24        | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5504334.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $895.57       | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183333618.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8731 | PA      | $8567.90      | 0.00%             | 2026-12-01      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275552.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10831 | PA      | $9994.94      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183674531.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8626 | PA      | $969.38       | 0.00%             | 2024-12-01      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114131.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $68.65        | 0.00%             | 2023-11-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184065895.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8290 | PA      | $8231.67      | 0.00%             | 2024-12-20      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $4.06         | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $32.54        | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $52.46        | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309689.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $10.00        | 0.00%             | 2024-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615692.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5553 | PA      | $5227.29      | 0.00%             | 2026-08-24      | Fixed         | 15.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991109351.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $7.25         | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       784 | PA      | $803.93       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5948342.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6767 | PA      | $6619.35      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $169.21       | 0.00%             | 2024-11-29      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5998474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13133 | PA      | $11970.66     | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991160869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $203.84       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $421.02       | 0.00%             | 2023-11-21      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075407.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13955 | PA      | $605.58       | 0.00%             | 2026-11-18      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991352691.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $111.77       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $11.50        | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3622 | PA      | $3461.67      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28466 | PA      | $26725.56     | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.56        | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991029860.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1009 | PA      | $1002.01      | 0.00%             | 2024-11-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991073326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1046 | PA      | $704.98       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938274.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31114 | PA      | $28778.63     | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183974444.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3495 | PA      | $3464.83      | 0.00%             | 2024-12-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027397.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2879 | PA      | $1795.83      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6741 | PA      | $5930.73      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2063 | PA      | $2054.25      | 0.00%             | 2024-11-28      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220294.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17387 | PA      | $17234.04     | 0.00%             | 2026-12-10      | Fixed         | 22.87%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283HJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2218 | PA      | $2279.83      | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612870.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3223 | PA      | $3205.57      | 0.00%             | 2024-08-23      | Fixed         | 32.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745666.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35559 | PA      | $34561.64     | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991403269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $465.24       | 0.00%             | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706223.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12836 | PA      | $7599.01      | 0.00%             | 2026-09-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       643 | PA      | $636.39       | 0.00%             | 2024-11-18      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108547.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $61.27        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880412.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6244 | PA      | $6191.07      | 0.00%             | 2024-10-19      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  38875000 | PA      | $-1091990.60  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874948.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2709 | PA      | $2651.44      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614273.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8871 | PA      | $8350.98      | 0.00%             | 2026-08-24      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2483 | PA      | $2392.09      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274797.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.85        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5156790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1111 | PA      | $1090.22      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       435 | PA      | $297.18       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997312.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       880 | PA      | $871.59       | 0.00%             | 2026-11-08      | Fixed         | 30.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222570.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4196 | PA      | $4153.56      | 0.00%             | 2026-12-10      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $15.40        | 0.00%             | 2024-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171260087.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3644 | PA      | $340.96       | 0.00%             | 2023-10-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11946533.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25775 | PA      | $25780.15     | 0.00%             | 2026-03-01      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167603.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $314.71       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5766846.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3954 | PA      | $3835.93      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119349.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       768 | PA      | $749.13       | 0.00%             | 2024-11-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5806835.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2066 | PA      | $2005.01      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $65.32        | 0.00%             | 2024-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881025.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33231 | PA      | $32792.10     | 0.00%             | 2026-10-19      | Fixed         | 21.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10163490.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20295 | PA      | $20583.12     | 0.00%             | 2026-08-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136272.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.96         | 0.00%             | 2028-02-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991172465.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $785.75       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991438550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1258 | PA      | $52.28        | 0.00%             | 2024-12-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197035.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $10.09        | 0.00%             | 2024-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $96.57        | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991358540.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $596.12       | 0.00%             | 2024-12-18      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8453 | PA      | $8083.64      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Williams Cos., Inc. (The)                                                       | Williams Cos., Inc. (The)                                                          | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2933376.77   | 0.08%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       696 | PA      | $711.80       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11382302.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7250 | PA      | $7315.48      | 0.00%             | 2024-11-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588453.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.20         | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084697.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1199 | PA      | $1153.45      | 0.00%             | 2024-11-13      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $183.84       | 0.00%             | 2023-11-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $121.62       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991314125.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $151.93       | 0.00%             | 2024-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4993884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2371 | PA      | $510.77       | 0.00%             | 2023-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209934.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       636 | PA      | $640.59       | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183929820.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3479 | PA      | $3450.33      | 0.00%             | 2024-12-18      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $858.29       | 0.00%             | 2024-11-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $175.53       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534570.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10969 | PA      | $10208.03     | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856139.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $272.02       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11335531.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15473 | PA      | $15522.01     | 0.00%             | 2027-01-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407525.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $83.30        | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5165592.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1635 | PA      | $1443.31      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219297.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2442 | PA      | $172.36       | 0.00%             | 2024-12-10      | Fixed         | 29.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991272708.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $29.46        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8333 | PA      | $7678.70      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.01         | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892065.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10700 | PA      | $10153.67     | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5815074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15101 | PA      | $14694.23     | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991312810.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $492.57       | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4850020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $85.51        | 0.00%             | 2023-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991330064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $13.71        | 0.00%             | 2024-12-20      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991241808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $406.01       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09021781.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14697 | PA      | $14827.86     | 0.00%             | 2024-05-22      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $247.93       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1532 | PA      | $1487.74      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157209.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $464.32       | 0.00%             | 2024-11-27      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1988815.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       972 | PA      | $962.33       | 0.00%             | 2024-11-08      | Fixed         | 10.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5983880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1952 | PA      | $1729.53      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1844 | PA      | $1784.76      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09110946.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3663 | PA      | $3671.90      | 0.00%             | 2023-05-01      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08934150.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3797 | PA      | $3792.55      | 0.00%             | 2026-05-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108215.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $551.51       | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $72.76        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $204.36       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6125912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27292 | PA      | $24962.66     | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5516699.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1395 | PA      | $1359.83      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081475.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6020982.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4793 | PA      | $4627.33      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13908 | PA      | $12464.17     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616206.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1504.17      | 0.00%             | 2024-08-24      | Fixed         | 20.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $0.00         | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $84.37        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135764.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $163.62       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10433068.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40225 | PA      | $40741.95     | 0.00%             | 2026-10-15      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280824.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $202.27       | 0.00%             | 2024-12-18      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1058.37      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5323748.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4643 | PA      | $3179.66      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31407SQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4927 | PA      | $5067.28      | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192321.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $51.91        | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6168806.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1104 | PA      | $1064.19      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Santander UK Group Holdings plc                                                 | Santander UK Group Holdings plc                                                    | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   6500000 | PA      | $5707008.13   | 0.16%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5558178.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2187 | PA      | $2139.97      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $182.19       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28600000 | PA      | $18989394.42  | 0.54%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $449.62       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5123047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       373 | PA      | $366.40       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5540662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $643.31       | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6227492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1200 | PA      | $1134.31      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193446.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $26.97        | 0.00%             | 2024-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3488 | PA      | $3285.98      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270932.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1546 | PA      | $1427.51      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6291350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3187 | PA      | $2938.86      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304642.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $-16.71       | -0.00%            | 2024-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096952.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $95.90        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991302262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       484 | PA      | $487.31       | 0.00%             | 2024-12-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255946.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $87.90        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991240822.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.07        | 0.00%             | 2023-11-16      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218677.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5098 | PA      | $5026.33      | 0.00%             | 2026-12-09      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218904.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17913 | PA      | $5128.12      | 0.00%             | 2026-12-10      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991094480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $273.16       | 0.00%             | 2024-11-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $49.30        | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991130981.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $73.43        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10408188.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12294 | PA      | $12420.08     | 0.00%             | 2026-10-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09794481.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18537 | PA      | $18779.81     | 0.00%             | 2026-08-11      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828998.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4047 | PA      | $3824.86      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12262171.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8706 | PA      | $8700.13      | 0.00%             | 2027-03-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31388LQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19214 | PA      | $19917.21     | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156672.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $47.98        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184111598.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2267 | PA      | $2248.31      | 0.00%             | 2025-01-05      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5864281.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5662 | PA      | $4215.24      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249491.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $74.71        | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6000 | PA      | $5839.69      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878691.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12975 | PA      | $12327.23     | 0.00%             | 2026-10-19      | Fixed         | 31.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4953 | PA      | $4805.81      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991237364.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $163.31       | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $733.89       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4638 | PA      | $4500.54      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       630 | PA      | $615.43       | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.09        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Phillips 66                                                                     | Phillips 66                                                                        | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4090421.85   | 0.12%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182779398.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22683 | PA      | $1082.79      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2135 | PA      | $2234.82      | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991242346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $310.67       | 0.00%             | 2024-12-13      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991358911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $46.37        | 0.00%             | 2024-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182828421.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19604 | PA      | $19444.23     | 0.00%             | 2024-11-15      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5695917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6868 | PA      | $6589.88      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09717599.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8669 | PA      | $8759.57      | 0.00%             | 2026-08-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991260753.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.26        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5975879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15094 | PA      | $14046.50     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989102.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8921 | PA      | $8753.90      | 0.00%             | 2027-04-08      | Fixed         | 19.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991281569.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $251.68       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214721.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8926 | PA      | $8833.51      | 0.00%             | 2026-12-09      | Fixed         | 12.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5579320.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7262 | PA      | $7040.01      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620282.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9308 | PA      | $9242.90      | 0.00%             | 2026-08-25      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214567.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $425.10       | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | 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        |   2744017 | PA      | $2819375.56   | 0.08%             | 2023-10-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991042660.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       712 | PA      | $-33.32       | -0.00%            | 2023-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878356.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3297 | PA      | $3281.01      | 0.00%             | 2026-10-19      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183401161.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12899 | PA      | $12709.91     | 0.00%             | 2026-11-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876680.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2921 | PA      | $2907.37      | 0.00%             | 2027-03-19      | Fixed         | 30.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5122579.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2194 | PA      | $2132.93      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10606291.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17919 | PA      | $18108.77     | 0.00%             | 2026-12-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706636.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4352 | PA      | $4297.50      | 0.00%             | 2024-09-13      | Fixed         | 22.54%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173441334.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25152 | PA      | $24414.74     | 0.00%             | 2026-01-28      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $989.42       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10624530.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30456 | PA      | $30496.06     | 0.00%             | 2026-12-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5132433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $25.64        | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616524.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2941 | PA      | $2924.84      | 0.00%             | 2024-08-24      | Fixed         | 16.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291423.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.13         | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183441212.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1482 | PA      | $1491.77      | 0.00%             | 2024-11-26      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1175 | PA      | $1168.13      | 0.00%             | 2024-11-19      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163525.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $181.61       | 0.00%             | 2024-11-15      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876491.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5661 | PA      | $5633.26      | 0.00%             | 2026-10-19      | Fixed         | 30.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704877.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2508 | PA      | $2499.79      | 0.00%             | 2024-09-13      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $55.50        | 0.00%             | 2024-11-08      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4925528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3404 | PA      | $3205.51      | 0.00%             | 2023-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4868863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2764 | PA      | $2685.64      | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150078.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       905 | PA      | $622.14       | 0.00%             | 2024-11-27      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20284 | PA      | $19416.49     | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174170.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-25      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966862.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8755 | PA      | $8003.07      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  10600000 | PA      | $-547748.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183630.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $803.66       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $175.74       | 0.00%             | 2024-11-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.38         | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128KFUZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1110 | PA      | $1151.78      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $110.82       | 0.00%             | 2023-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988558.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $1230.50      | 0.00%             | 2026-11-08      | Fixed         | 14.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.04         | 0.00%             | 2027-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6698 | PA      | $6283.51      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218678.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1973 | PA      | $1958.46      | 0.00%             | 2027-05-09      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5530129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $1335.01      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.00         | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6204996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14920 | PA      | $12445.81     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2300 | PA      | $2240.60      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6017711.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1994 | PA      | $1907.78      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183660366.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8372 | PA      | $8300.10      | 0.00%             | 2024-12-16      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043474.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $441.68       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5558026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2319 | PA      | $2260.86      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5367492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $181.71       | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5372 | PA      | $3953.62      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705917.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4232 | PA      | $598.36       | 0.00%             | 2026-09-13      | Fixed         | 16.39%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184927724.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20221 | PA      | $19734.98     | 0.00%             | 2027-01-11      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11265704.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26236 | PA      | $26189.55     | 0.00%             | 2025-01-03      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $1113.94      | 0.00%             | 2024-11-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880779.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3989 | PA      | $282.36       | 0.00%             | 2024-10-19      | Fixed         | 27.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991054625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       639 | PA      | $628.15       | 0.00%             | 2023-11-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994371.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4849 | PA      | $4794.87      | 0.00%             | 2026-11-08      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09132903.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16301 | PA      | $16619.68     | 0.00%             | 2026-06-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220173.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1339 | PA      | $1326.39      | 0.00%             | 2024-12-10      | Fixed         | 10.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104504.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $262.69       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                               | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17100000 | PA      | $16709812.54  | 0.47%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6362265.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16100 | PA      | $14842.19     | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $170.58       | 0.00%             | 2024-11-23      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183966000.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4371 | PA      | $4249.50      | 0.00%             | 2026-12-09      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207007.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $1222.57      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6181189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1182 | PA      | $1128.76      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1610068.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3019 | PA      | $2951.40      | 0.00%             | 2024-08-22      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09334776.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3262 | PA      | $2443.59      | 0.00%             | 2023-07-04      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125628.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       974 | PA      | $1007.14      | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136186.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1486 | PA      | $1476.72      | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $39.22        | 0.00%             | 2023-11-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067548.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $52.09        | 0.00%             | 2023-11-17      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705344.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3281 | PA      | $3253.60      | 0.00%             | 2024-09-13      | Fixed         | 29.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537230.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10552 | PA      | $5738.57      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5920983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4781 | PA      | $4650.20      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2374 | PA      | $2325.60      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $328.82       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6362200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5228 | PA      | $4834.17      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216954.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4948 | PA      | $2858.79      | 0.00%             | 2025-05-09      | Fixed         | 19.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164406.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       528 | PA      | $540.29       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034527.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $1403.59      | 0.00%             | 2024-11-11      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.24        | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182967907.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23636 | PA      | $23422.49     | 0.00%             | 2024-11-09      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043544.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $70.35        | 0.00%             | 2024-11-12      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706003.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5780 | PA      | $5692.45      | 0.00%             | 2026-09-13      | Fixed         | 21.07%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174293135.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23045 | PA      | $21625.78     | 0.00%             | 2026-02-04      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123662.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $2.26         | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614943.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6311 | PA      | $6299.06      | 0.00%             | 2026-08-24      | Fixed         | 25.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6281238.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $1154.89      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $24.86        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991180.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2927 | PA      | $2886.70      | 0.00%             | 2026-11-08      | Fixed         | 17.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5076678.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1613 | PA      | $1403.85      | 0.00%             | 2023-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4883 | PA      | $4545.69      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706011.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6268 | PA      | $6250.94      | 0.00%             | 2027-02-13      | Fixed         | 20.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       419 | PA      | $427.00       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999590.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4413 | PA      | $4379.04      | 0.00%             | 2026-11-08      | Fixed         | 31.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1463 | PA      | $1457.03      | 0.00%             | 2024-11-23      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $106.43       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167033130.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5684 | PA      | $5534.22      | 0.00%             | 2025-02-20      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $277.32       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $196.40       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164951.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $70.97        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270842.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       351 | PA      | $350.76       | 0.00%             | 2024-11-28      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $125.02       | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09780659.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24951 | PA      | $25289.95     | 0.00%             | 2026-08-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11299692.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21717 | PA      | $1903.76      | 0.00%             | 2025-01-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330352.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4757 | PA      | $2165.76      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09776493.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10492 | PA      | $10586.01     | 0.00%             | 2024-09-25      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614540.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3912 | PA      | $3888.67      | 0.00%             | 2024-08-24      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991207328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $18.02        | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568792.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $1187.77      | 0.00%             | 2023-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159588.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5077 | PA      | $4785.39      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991051776.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $428.03       | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165286.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $24.09        | 0.00%             | 2024-11-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $102.50       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5630095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3684 | PA      | $3524.45      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991085501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       905 | PA      | $903.05       | 0.00%             | 2024-11-20      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $1121.00      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298875.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $318.56       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220175.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2724 | PA      | $2694.87      | 0.00%             | 2024-12-10      | Fixed         | 12.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17819 | PA      | $17292.61     | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991256556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2242 | PA      | $2183.24      | 0.00%             | 2024-12-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5615395.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6129 | PA      | $5962.29      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5904244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2368 | PA      | $2304.04      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5018751.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1134 | PA      | $1052.82      | 0.00%             | 2023-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255671.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $81.95        | 0.00%             | 2024-11-25      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991344193.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $35.56        | 0.00%             | 2024-12-19      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $252.29       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1649 | PA      | $1680.31      | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615250.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1623 | PA      | $1620.50      | 0.00%             | 2026-08-24      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $186.11       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $9.62         | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6495 | PA      | $5565.05      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10246465.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2956 | PA      | $2978.68      | 0.00%             | 2023-08-21      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5065231.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7752 | PA      | $5834.24      | 0.00%             | 2023-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170762714.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12919 | PA      | $12511.22     | 0.00%             | 2025-10-13      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706751.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5605 | PA      | $5549.43      | 0.00%             | 2024-09-13      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7457 | PA      | $7161.30      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240674.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7630 | PA      | $3963.20      | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3349 | PA      | $3121.85      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $365.48       | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1781 | PA      | $1744.13      | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705061.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2348 | PA      | $168.68       | 0.00%             | 2026-09-13      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252747.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $25.54        | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6196843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6866 | PA      | $6572.96      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991084120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       510 | PA      | $516.23       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1523 | PA      | $1483.65      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991229419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $545.80       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991173569.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.29         | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991121850.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $485.62       | 0.00%             | 2024-11-23      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5836101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1257 | PA      | $1215.16      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $597.02       | 0.00%             | 2024-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6025468.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24070 | PA      | $23183.45     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182712600.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8238 | PA      | $770.94       | 0.00%             | 2024-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4983091.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $102.48       | 0.00%             | 2023-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215242.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $929.71       | 0.00%             | 2024-12-08      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184276958.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13069 | PA      | $12863.50     | 0.00%             | 2026-12-20      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991282718.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $93.19        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998526.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1193 | PA      | $48.03        | 0.00%             | 2026-11-08      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218665.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2109 | PA      | $2090.91      | 0.00%             | 2026-12-10      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5075908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $1190.57      | 0.00%             | 2023-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40102 | PA      | $31973.12     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165427525.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7196 | PA      | $6923.12      | 0.00%             | 2025-01-23      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $811.86       | 0.00%             | 2024-11-22      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184144008.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15606 | PA      | $15163.23     | 0.00%             | 2026-12-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182406475.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7904 | PA      | $7804.43      | 0.00%             | 2024-11-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $98.07        | 0.00%             | 2023-12-15      | Fixed         | 19.30%                | 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        |    177715 | PA      | $164776.40    | 0.00%             | 2044-05-16      | Variable      | 11.28%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171709.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       810 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5095634.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3747 | PA      | $1781.26      | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14601 | PA      | $14124.87     | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171947.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.04         | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152530.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $55.75        | 0.00%             | 2024-11-20      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024650.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1830 | PA      | $1633.31      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991127107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $219.72       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991288667.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $254.11       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $1147.51      | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991366927.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $72.66        | 0.00%             | 2023-11-30      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1667139.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14043 | PA      | $13503.13     | 0.00%             | 2026-11-10      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180982.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2486 | PA      | $2517.63      | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10352555.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2928 | PA      | $2949.75      | 0.00%             | 2023-10-12      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5558866.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1392 | PA      | $1287.11      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184365323.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17090 | PA      | $16672.36     | 0.00%             | 2026-12-21      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12231816.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12457 | PA      | $12382.54     | 0.00%             | 2027-03-04      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205231.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2396 | PA      | $2237.93      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09789653.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16190 | PA      | $16376.71     | 0.00%             | 2026-08-10      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5058519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       776 | PA      | $747.02       | 0.00%             | 2023-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283HJM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2381 | PA      | $2457.12      | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1251 | PA      | $1014.54      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5740327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3651 | PA      | $3550.93      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5529443.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1974 | PA      | $1901.73      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217031.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5425 | PA      | $3220.19      | 0.00%             | 2026-12-09      | Fixed         | 25.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991235853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $82.46        | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991056001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $103.95       | 0.00%             | 2023-11-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991040151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $552.94       | 0.00%             | 2024-11-12      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894890.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8256 | PA      | $7996.31      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991290395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.26        | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075148.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3313 | PA      | $3272.78      | 0.00%             | 2026-11-18      | Fixed         | 14.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09134525.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19100 | PA      | $19502.19     | 0.00%             | 2025-06-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058895.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268827.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $47.20        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131881.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $175.49       | 0.00%             | 2024-11-17      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878108.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2614 | PA      | $2601.21      | 0.00%             | 2026-10-19      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183895042.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7071 | PA      | $2553.16      | 0.00%             | 2024-12-07      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.18        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6031985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40351 | PA      | $37719.38     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1701 | PA      | $1691.12      | 0.00%             | 2024-11-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991243146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1406.96      | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2911 | PA      | $2815.59      | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Loan Funding Ltd.                                                       | Octagon Loan Funding Ltd., Series 2014-1A, Class CRR                               | CUSIP: 67590RBE4<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $726005.23    | 0.02%             | 2031-11-18      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144463.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $80.59        | 0.00%             | 2023-11-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6253172.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15863 | PA      | $15043.32     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1614306.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16059 | PA      | $15501.46     | 0.00%             | 2026-08-12      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152201.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       566 | PA      | $568.81       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $182.41       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6169606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2762 | PA      | $2613.29      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4908621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $108.23       | 0.00%             | 2023-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991431724.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $49.45        | 0.00%             | 2023-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1226 | PA      | $1191.52      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893532.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12949 | PA      | $11473.23     | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $3.43         | 0.00%             | 2024-11-13      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $281.00       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215292.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $60.20        | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617729.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $2153.53      | 0.00%             | 2027-06-24      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133485.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $93.74        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09351048.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13178 | PA      | $7941.53      | 0.00%             | 2026-07-01      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098774.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $82.82        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183203390.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17367 | PA      | $17190.40     | 0.00%             | 2024-12-06      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $308.45       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994027.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $2362.50      | 0.00%             | 2026-11-08      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183673337.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17940 | PA      | $17876.63     | 0.00%             | 2024-12-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215767.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18729 | PA      | $40.86        | 0.00%             | 2026-12-09      | Fixed         | 28.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $259.18       | 0.00%             | 2023-11-19      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $596.22       | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258217.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.57        | 0.00%             | 2024-11-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09355512.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11024 | PA      | $11117.36     | 0.00%             | 2026-06-29      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08847606.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30536 | PA      | $30997.17     | 0.00%             | 2026-06-04      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071754.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3771 | PA      | $3711.19      | 0.00%             | 2026-11-18      | Fixed         | 19.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $107.48       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       699 | PA      | $682.58       | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $464.43       | 0.00%             | 2024-11-28      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182907566.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1866 | PA      | $1849.53      | 0.00%             | 2024-11-04      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5305726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $1350.69      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705598.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2348 | PA      | $2317.86      | 0.00%             | 2026-09-13      | Fixed         | 17.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991369350.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $112.12       | 0.00%             | 2024-12-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215010.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1724 | PA      | $1701.10      | 0.00%             | 2026-12-09      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866250.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1579 | PA      | $1492.26      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $147.97       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1987185.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1247 | PA      | $1234.17      | 0.00%             | 2024-11-08      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128L0SJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26150 | PA      | $27521.73     | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5709025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4732 | PA      | $4587.16      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd.                                | American Airlines Inc/AAdvantage Loyalty IP Ltd.                                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1549739.47   | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165568.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $175.70       | 0.00%             | 2024-11-16      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195046.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $70.84        | 0.00%             | 2024-11-26      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104460.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $-5.27        | -0.00%            | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036234.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $356.20       | 0.00%             | 2024-11-09      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991224492.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1063 | PA      | $1075.66      | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $608.68       | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769480.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12213 | PA      | $8845.11      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115753.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $58.11        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5781203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6991 | PA      | $6736.42      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4367 | PA      | $4208.24      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183776889.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7058 | PA      | $6985.56      | 0.00%             | 2024-12-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611787.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12747 | PA      | $1945.83      | 0.00%             | 2026-08-23      | Fixed         | 20.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5825089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10194 | PA      | $9953.67      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4962054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8398 | PA      | $4491.37      | 0.00%             | 2023-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991341745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.70        | 0.00%             | 2024-12-12      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991366147.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $116.22       | 0.00%             | 2023-12-20      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625759.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15027 | PA      | $14569.90     | 0.00%             | 2024-09-24      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $375.39       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991419085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $34.58        | 0.00%             | 2023-12-20      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $334.13       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184439347.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $273.84       | 0.00%             | 2024-12-23      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991190064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $728.99       | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221564.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3381 | PA      | $3353.21      | 0.00%             | 2026-12-10      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991086865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $108.63       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $71.48        | 0.00%             | 2023-11-23      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876460.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11660 | PA      | $9338.91      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166443.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $66.42        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702451.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $557.02       | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991327492.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $362.04       | 0.00%             | 2023-12-12      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991300246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $0.84         | 0.00%             | 2027-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3548 | PA      | $3385.75      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986301.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11659 | PA      | $11205.73     | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5382401.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4018 | PA      | $3534.74      | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $79.32        | 0.00%             | 2023-11-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5053 | PA      | $4917.23      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6289045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12918 | PA      | $11892.51     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5167809.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       926 | PA      | $538.33       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074744.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4092 | PA      | $4074.48      | 0.00%             | 2024-11-18      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $10.68        | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183294173.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4158 | PA      | $4117.25      | 0.00%             | 2024-12-09      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171295682.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1462 | PA      | $1426.48      | 0.00%             | 2023-10-16      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.49        | 0.00%             | 2023-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1614984.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1201 | PA      | $1172.01      | 0.00%             | 2024-08-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       431 | PA      | $443.02       | 0.00%             | 2024-11-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991350142.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $824.42       | 0.00%             | 2024-12-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219943.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9868 | PA      | $9761.10      | 0.00%             | 2027-05-10      | Fixed         | 28.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5942 | PA      | $5394.51      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618616.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8151 | PA      | $8147.36      | 0.00%             | 2026-08-25      | Fixed         | 21.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105752.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.54        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4993377.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1028 | PA      | $391.62       | 0.00%             | 2023-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991067044.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $66.59        | 0.00%             | 2023-11-12      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5504275.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1678 | PA      | $879.50       | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $9.15         | 0.00%             | 2023-11-15      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184142978.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12752 | PA      | $12418.62     | 0.00%             | 2026-12-14      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2215 | PA      | $2017.85      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       878 | PA      | $916.31       | 0.00%             | 2024-12-08      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09940038.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14826 | PA      | $15066.51     | 0.00%             | 2026-10-29      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217057.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $38.25        | 0.00%             | 2024-12-09      | Fixed         | 13.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5919520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1762 | PA      | $1676.47      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276293.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $337.29       | 0.00%             | 2024-11-20      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5719922.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4135 | PA      | $4004.52      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       763 | PA      | $781.42       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 155233113.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16030 | PA      | $11884.57     | 0.00%             | 2025-11-30      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991097252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.04         | 0.00%             | 2023-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $58.54        | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6546 | PA      | $5718.46      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614266.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2466 | PA      | $2441.84      | 0.00%             | 2026-08-24      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $137.30       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134835.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       856 | PA      | $806.59       | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991408541.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $401.62       | 0.00%             | 2024-12-20      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $20.95        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | 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        |    538323 | PA      | $502362.63    | 0.01%             | 2045-01-15      | Variable      | 9.52%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614717.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2200 | PA      | $159.02       | 0.00%             | 2024-08-24      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991077060.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | 2027-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878061.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6756 | PA      | $-579.48      | -0.00%            | 2025-03-19      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $84.84        | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5781428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       647 | PA      | $622.73       | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991214716.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $31.12        | 0.00%             | 2023-12-08      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5190030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3945 | PA      | $3676.35      | 0.00%             | 2023-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104826.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $59.21        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998240.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11879 | PA      | $11786.22     | 0.00%             | 2024-11-08      | Fixed         | 14.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124415.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $317.34       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $625.10       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $280.79       | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | 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        |   1700000 | PA      | $1671778.79   | 0.05%             | 2030-10-21      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $182.60       | 0.00%             | 2024-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2128 | PA      | $2035.61      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991392955.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.38         | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616102.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3947 | PA      | $3942.35      | 0.00%             | 2026-08-24      | Fixed         | 32.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991231997.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $135.98       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136963.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $157.04       | 0.00%             | 2023-11-19      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.16        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618685.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8092 | PA      | $8038.18      | 0.00%             | 2026-08-25      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144617.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $124.15       | 0.00%             | 2024-11-11      | 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 2018-29, Class PT | CUSIP: 21052UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89765 | PA      | $86385.76     | 0.00%             | 2043-12-15      | Variable      | 22.09%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308466.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $82.41        | 0.00%             | 2024-12-13      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198995.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.07        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $147.92       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $139.84       | 0.00%             | 2024-11-12      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183339461.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12738 | PA      | $12641.03     | 0.00%             | 2024-11-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192057.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $10.83        | 0.00%             | 2024-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1621220.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2102 | PA      | $2079.11      | 0.00%             | 2025-01-25      | Fixed         | 21.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991275610.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $-0.87        | -0.00%            | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.52         | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4567 | PA      | $4582.53      | 0.00%             | 2024-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183956072.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5539 | PA      | $5488.43      | 0.00%             | 2024-12-08      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991042536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1112 | PA      | $1102.03      | 0.00%             | 2024-11-12      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171656.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $178.76       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990874.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1877 | PA      | $1125.07      | 0.00%             | 2024-11-08      | Fixed         | 27.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991052481.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $8.93         | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182267011.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17299 | PA      | $17381.58     | 0.00%             | 2026-10-19      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990756.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9571 | PA      | $9489.91      | 0.00%             | 2026-11-08      | Fixed         | 7.18%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5280615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $474.67       | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5610319.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $868.53       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5170933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $314.46       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900216.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2525 | PA      | $2448.36      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $938.26       | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313265.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $402.62       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152236.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       609 | PA      | $12.57        | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4776338.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $888.95       | 0.00%             | 2023-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21337 | PA      | $20514.47     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09354449.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12782 | PA      | $12874.56     | 0.00%             | 2026-08-11      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5582775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $519.96       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203694.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $37.63        | 0.00%             | 2023-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991198791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $380.51       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996797.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3200 | PA      | $921.98       | 0.00%             | 2026-11-08      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4660081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $139.75       | 0.00%             | 2023-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6063132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $52.65        | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2020 | PA      | $1956.00      | 0.00%             | 2023-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073296.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6003 | PA      | $5959.79      | 0.00%             | 2024-11-18      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10463389.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31746 | PA      | $32222.83     | 0.00%             | 2026-10-20      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $11.33        | 0.00%             | 2024-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1614891.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2947 | PA      | $2846.39      | 0.00%             | 2024-08-13      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1619311.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4728 | PA      | $4691.22      | 0.00%             | 2026-08-25      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706863.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4179 | PA      | $1114.97      | 0.00%             | 2026-09-13      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4999722.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $338.76       | 0.00%             | 2023-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995379.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5803 | PA      | $5744.08      | 0.00%             | 2026-11-08      | Fixed         | 15.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247225.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $0.00         | 0.00%             | 2024-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11277516.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21626 | PA      | $21653.72     | 0.00%             | 2026-11-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991447.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2792 | PA      | $389.33       | 0.00%             | 2027-04-08      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $149.95       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156351.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $77.53        | 0.00%             | 2023-11-13      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       407 | PA      | $387.59       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153504.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $15.43        | 0.00%             | 2024-11-28      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5614969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1317 | PA      | $1092.45      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       745 | PA      | $393.48       | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991319168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $142.82       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854211.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4553 | PA      | $4430.43      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618207.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2443 | PA      | $2431.87      | 0.00%             | 2024-08-25      | Fixed         | 22.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6187093.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1438 | PA      | $1380.06      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140MMAA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5376318 | PA      | $4892026.55   | 0.14%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619755.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3241 | PA      | $3223.96      | 0.00%             | 2024-08-25      | Fixed         | 13.74%                | 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        |    457643 | PA      | $444512.00    | 0.01%             | 2044-08-15      | Variable      | 10.59%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132695.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1660 | PA      | $1693.74      | 0.00%             | 2024-11-11      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6773 | PA      | $6331.90      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5763690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $55.27        | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5726430.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8750 | PA      | $8455.04      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09023075.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16539 | PA      | $16803.36     | 0.00%             | 2025-06-05      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5283599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13701 | PA      | $10402.97     | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991231629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.38        | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6139911.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27081 | PA      | $25821.30     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $274.94       | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3911 | PA      | $2406.53      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223797.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $370.92       | 0.00%             | 2024-12-08      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5963053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4069 | PA      | $3463.09      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6014 | PA      | $5830.74      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $15.57        | 0.00%             | 2024-11-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $112.24       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184163017.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13568 | PA      | $9886.04      | 0.00%             | 2027-06-17      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1060 | PA      | $1114.56      | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152253.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $3.03         | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171130012.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7771 | PA      | $7473.89      | 0.00%             | 2025-10-09      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4891423.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5993 | PA      | $3108.73      | 0.00%             | 2023-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $92.19        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173402.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $716.95       | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1454 | PA      | $1408.32      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220729.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7759 | PA      | $7692.99      | 0.00%             | 2026-12-10      | Fixed         | 27.41%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283H6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5562 | PA      | $5826.79      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137424.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1004 | PA      | $1003.11      | 0.00%             | 2024-11-27      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09780914.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13442 | PA      | $13616.62     | 0.00%             | 2026-08-10      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214500.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27525 | PA      | $27150.68     | 0.00%             | 2026-12-09      | Fixed         | 18.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6048445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       808 | PA      | $768.08       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991125012.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $573.80       | 0.00%             | 2024-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937199.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5778 | PA      | $5621.50      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09201816.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8221 | PA      | $8426.68      | 0.00%             | 2026-06-28      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991054015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $576.18       | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4744012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2547 | PA      | $1554.91      | 0.00%             | 2023-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183128706.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8023 | PA      | $7685.06      | 0.00%             | 2026-11-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10481822.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20887 | PA      | $21045.27     | 0.00%             | 2026-10-30      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991136618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $154.27       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174195.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $7.07         | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991088048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1021 | PA      | $0.00         | 0.00%             | 2024-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991206693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $18.17        | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5933642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3687 | PA      | $3525.13      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146475.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $24.69        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214304.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15520 | PA      | $14823.87     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072907.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3589 | PA      | $3405.32      | 0.00%             | 2026-11-18      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5282754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $333.77       | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991408472.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       692 | PA      | $688.51       | 0.00%             | 2024-12-18      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4590 | PA      | $4440.81      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221586.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $128.15       | 0.00%             | 2024-11-13      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09018294.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17968 | PA      | $18382.88     | 0.00%             | 2026-05-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991171681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $154.20       | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26717 | PA      | $24553.33     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999227.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15044 | PA      | $14761.53     | 0.00%             | 2027-04-08      | Fixed         | 17.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $642.53       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845688.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7006 | PA      | $6806.82      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5286866.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6498 | PA      | $6194.14      | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856395.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5004 | PA      | $4770.38      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991471788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $381.01       | 0.00%             | 2024-12-18      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991271638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $106.54       | 0.00%             | 2024-11-18      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998398.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4186 | PA      | $4129.17      | 0.00%             | 2026-11-08      | Fixed         | 17.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991276620.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183549091.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8535 | PA      | $8339.34      | 0.00%             | 2026-11-26      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991048693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $594.74       | 0.00%             | 2024-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991138467.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $88.31        | 0.00%             | 2023-11-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4941500.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $81.64        | 0.00%             | 2023-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5649604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $1011.49      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184404343.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33417 | PA      | $32391.59     | 0.00%             | 2026-12-27      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5795334.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2965 | PA      | $2854.77      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 138300000 | PA      | $133235303.25 | 3.76%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $621.09       | 0.00%             | 2024-11-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879834.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19953 | PA      | $19776.24     | 0.00%             | 2026-10-19      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099919.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $98.50        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6286642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7597 | PA      | $6847.18      | 0.00%             | 2024-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.29        | 0.00%             | 2023-11-12      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4110 | PA      | $3586.00      | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167965.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1380 | PA      | $1367.97      | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4876386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21985 | PA      | $8225.07      | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7970 | PA      | $7599.23      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3509 | PA      | $3350.51      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164622.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $265.36       | 0.00%             | 2024-11-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12194196.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35242 | PA      | $35469.93     | 0.00%             | 2025-01-16      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6228265.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4665 | PA      | $4227.31      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5614043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2083 | PA      | $1711.64      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09357725.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2771 | PA      | $2793.26      | 0.00%             | 2023-07-09      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013463.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5991 | PA      | $3762.07      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5148283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       973 | PA      | $596.66       | 0.00%             | 2023-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234278.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $848.73       | 0.00%             | 2023-12-10      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278639.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1697 | PA      | $1562.54      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10248500.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32492 | PA      | $33055.01     | 0.00%             | 2025-09-27      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845524.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $342.34       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991294915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $68.81        | 0.00%             | 2023-12-19      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991166717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $249.29       | 0.00%             | 2024-11-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183678049.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10482 | PA      | $10317.46     | 0.00%             | 2026-12-16      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24321 | PA      | $22576.67     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991247741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.56        | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148254.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       379 | PA      | $87.36        | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617363.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6521 | PA      | $6466.60      | 0.00%             | 2026-08-24      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24174311.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23598 | PA      | $18222.99     | 0.00%             | 2024-11-05      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991108611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $153.89       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6249978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2342 | PA      | $2205.23      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843374.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2275 | PA      | $2214.68      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5587763.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13450 | PA      | $5511.08      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6193947.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8056 | PA      | $7672.67      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.42         | 0.00%             | 2028-02-12      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.44        | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162321.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $181.02       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $143.78       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265478.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $258.83       | 0.00%             | 2024-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943468.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13728 | PA      | $13231.15     | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074803.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10531 | PA      | $10417.94     | 0.00%             | 2026-11-18      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6048361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3606 | PA      | $3315.15      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799543.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8256 | PA      | $8385.57      | 0.00%             | 2026-02-12      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991314717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $173.32       | 0.00%             | 2024-11-26      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5643 | PA      | $5507.42      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5322975.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4271 | PA      | $4191.65      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991037989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.03        | 0.00%             | 2023-11-12      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-18      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706244.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $1031.37      | 0.00%             | 2026-09-13      | Fixed         | 31.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1305 | PA      | $781.52       | 0.00%             | 2024-11-18      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879167.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $855.08       | 0.00%             | 2026-10-19      | Fixed         | 25.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991203385.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $121.92       | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10841 | PA      | $10541.82     | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1027 | PA      | $1020.76      | 0.00%             | 2023-11-27      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174293219.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1931 | PA      | $1933.89      | 0.00%             | 2024-02-05      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255805.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.18        | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991104196.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $295.54       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182365065.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6541 | PA      | $6431.46      | 0.00%             | 2026-10-18      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991366863.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $2.59         | 0.00%             | 2024-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $224.60       | 0.00%             | 2023-11-30      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5935455.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8941 | PA      | $8717.53      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $119.42       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184298012.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4967 | PA      | $4857.14      | 0.00%             | 2026-12-30      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991090075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $135.11       | 0.00%             | 2024-11-17      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991040584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $93.33        | 0.00%             | 2024-11-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156374.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $13.42        | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991192314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1033 | PA      | $1061.29      | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5097173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $125.80       | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $385.03       | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143525.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $1.34         | 0.00%             | 2024-11-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630462.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $883.81       | 0.00%             | 2026-09-27      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6048452.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1656 | PA      | $1611.62      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991264083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.13         | 0.00%             | 2028-02-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5167306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2073 | PA      | $1575.86      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072266.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2176 | PA      | $2146.82      | 0.00%             | 2026-11-18      | Fixed         | 18.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6062202.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10670 | PA      | $9689.50      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $100.51       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877987.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3395 | PA      | $3194.63      | 0.00%             | 2026-10-19      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183877324.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33876 | PA      | $32666.10     | 0.00%             | 2026-12-06      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5615 | PA      | $5460.53      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991026738.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $13.82        | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991300625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $1.87         | 0.00%             | 2028-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5202534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $555.67       | 0.00%             | 2023-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991134868.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $319.03       | 0.00%             | 2024-11-27      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5939698.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2147 | PA      | $2021.75      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $202.70       | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080403.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $0.00         | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991065340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $881.32       | 0.00%             | 2024-11-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991278091.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $37.87        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184281222.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6924 | PA      | $6875.59      | 0.00%             | 2024-12-20      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5994740.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32258 | PA      | $30518.98     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $811.36       | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991222899.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $87.83        | 0.00%             | 2024-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6139569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3834 | PA      | $3616.60      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4626775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2936 | PA      | $1857.17      | 0.00%             | 2023-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174279916.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12656 | PA      | $12358.38     | 0.00%             | 2024-06-08      | Fixed         | 13.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991209803.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $78.74        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10477590.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21418 | PA      | $21606.32     | 0.00%             | 2026-10-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10237332.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30652 | PA      | $31096.41     | 0.00%             | 2026-09-23      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.49         | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $109.89       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191076.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $66.79        | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989606.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3342 | PA      | $3292.99      | 0.00%             | 2026-11-08      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08991906.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20928 | PA      | $21219.96     | 0.00%             | 2026-06-02      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991409057.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.52        | 0.00%             | 2024-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271932.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4444 | PA      | $4129.41      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6208614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9386 | PA      | $9004.04      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991271427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $192.51       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991349015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $829.08       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991052998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       379 | PA      | $376.22       | 0.00%             | 2024-11-15      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706179.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $1077.21      | 0.00%             | 2026-09-13      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5875711.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $3142.95      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6356413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2441 | PA      | $2256.54      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1332 | PA      | $1283.09      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183894941.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17692 | PA      | $17407.42     | 0.00%             | 2027-01-22      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5518744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $852.26       | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219654.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2625 | PA      | $2587.95      | 0.00%             | 2026-12-10      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991280901.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       636 | PA      | $635.98       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5838038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1527 | PA      | $1340.07      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991039412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $60.22        | 0.00%             | 2024-11-13      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994247.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $912.57       | 0.00%             | 2024-11-08      | Fixed         | 23.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20639 | PA      | $19622.94     | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5248917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $825.74       | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4625101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1175 | PA      | $474.85       | 0.00%             | 2023-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990371.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26587 | PA      | $3817.06      | 0.00%             | 2026-11-08      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171339542.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $921.51       | 0.00%             | 2023-11-03      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5061591.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3396 | PA      | $3323.98      | 0.00%             | 2023-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991078122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2189 | PA      | $2171.62      | 0.00%             | 2024-11-13      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Clovis Unified School District                                                  | Clovis Unified School District, Series 2021 B                                      | CUSIP: 189342N20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1200405.60   | 0.03%             | 2039-08-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880562.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2054 | PA      | $2033.23      | 0.00%             | 2024-10-19      | Fixed         | 28.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218160.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4260 | PA      | $4224.70      | 0.00%             | 2026-12-10      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09109589.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2809 | PA      | $2842.11      | 0.00%             | 2023-06-16      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706753.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4539 | PA      | $4498.87      | 0.00%             | 2024-09-13      | Fixed         | 13.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $153.21       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184099284.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17590 | PA      | $17439.68     | 0.00%             | 2024-12-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3594 | PA      | $3478.93      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $355.30       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182296093.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5041 | PA      | $4898.95      | 0.00%             | 2026-11-04      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5081663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $219.53       | 0.00%             | 2023-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5026563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $435.83       | 0.00%             | 2023-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $4.27         | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991866.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4980 | PA      | $4941.67      | 0.00%             | 2024-11-08      | Fixed         | 15.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991181062.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1045 | PA      | $1053.78      | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5677005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1900 | PA      | $1795.30      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5087008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $1106.02      | 0.00%             | 2023-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991309704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       656 | PA      | $647.11       | 0.00%             | 2024-12-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1897204 | PA      | $1725731.59   | 0.05%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4000 | PA      | $3559.48      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165881.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $318.42       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9827 | PA      | $9581.48      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991300678.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.61        | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880423.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5980 | PA      | $5950.57      | 0.00%             | 2026-10-19      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991296143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $325.39       | 0.00%             | 2024-11-26      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220266.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3321 | PA      | $237.30       | 0.00%             | 2026-12-10      | Fixed         | 24.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $241.06       | 0.00%             | 2024-11-17      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991170492.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $214.16       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $558.69       | 0.00%             | 2024-11-27      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $174.30       | 0.00%             | 2023-11-13      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $31.92        | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $18.32        | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $7373307.87   | 0.21%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | 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        |  12000000 | PA      | $11927068.36  | 0.34%             | 2031-04-23      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217790.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $549.11       | 0.00%             | 2023-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6186556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4804 | PA      | $4523.98      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5992494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1230 | PA      | $643.72       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3122 | PA      | $3020.17      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266883.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $90.42        | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331652.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $-0.03        | -0.00%            | 2024-12-02      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991285559.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $23.07        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09377856.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4640 | PA      | $4666.00      | 0.00%             | 2023-06-29      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 24598359.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $9.56         | 0.00%             | 2027-11-25      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5952006.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3060 | PA      | $2865.86      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1559 | PA      | $1381.12      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991056017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.45         | 0.00%             | 2023-11-15      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09786759.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5576 | PA      | $5578.59      | 0.00%             | 2025-08-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $5.02         | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991189905.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $4.82         | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184245796.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9612 | PA      | $9390.12      | 0.00%             | 2024-12-20      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656784.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1013 | PA      | $992.81       | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $63.25        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139691.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $105.43       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       516 | PA      | $530.18       | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6287418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $930.74       | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36206FAB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       204 | PA      | $204.38       | 0.00%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255142.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $210.11       | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930011.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24845 | PA      | $24092.81     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617960.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2303 | PA      | $2288.88      | 0.00%             | 2024-08-24      | Fixed         | 12.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5748936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $274.58       | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991356309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $201.82       | 0.00%             | 2024-12-02      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991420233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $41.07        | 0.00%             | 2023-12-08      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991273011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $507.94       | 0.00%             | 2024-12-08      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991399386.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $1.22         | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298786.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $-15.47       | -0.00%            | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5584022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7675 | PA      | $6222.66      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1761 | PA      | $1705.90      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217202.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3544 | PA      | $3508.36      | 0.00%             | 2026-12-09      | Fixed         | 15.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10623 | PA      | $10303.83     | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070118.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $2241.62      | 0.00%             | 2026-11-18      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001825.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2359 | PA      | $2235.93      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226990.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6746 | PA      | $6411.76      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5736783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $118.82       | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5467439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $370.32       | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756219.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8890 | PA      | $8643.75      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991237888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $630.96       | 0.00%             | 2024-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5280927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $607.55       | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912608.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9247 | PA      | $8866.73      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880227.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1705 | PA      | $1696.81      | 0.00%             | 2026-10-19      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5241505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $720.96       | 0.00%             | 2023-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184198353.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33414 | PA      | $32295.89     | 0.00%             | 2026-12-15      | Fixed         | 14.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991350590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $109.09       | 0.00%             | 2024-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Valaris Ltd.                                                                    | Valaris Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      2435 | NS      | $176878.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                          | UGCard, 991313210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $297.91       | 0.00%             | 2024-12-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11283955.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14024 | PA      | $14229.54     | 0.00%             | 2026-12-26      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991287220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $318.43       | 0.00%             | 2024-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10688393.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14255 | PA      | $14382.89     | 0.00%             | 2024-11-15      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126342.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.53        | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11316386.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10207 | PA      | $10288.53     | 0.00%             | 2024-12-20      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615117.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1508 | PA      | $1428.47      | 0.00%             | 2025-01-24      | Fixed         | 19.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255249.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.71        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5474318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $820.53       | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1630 | PA      | $1528.24      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182990403.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6391 | PA      | $6336.52      | 0.00%             | 2024-11-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991241546.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $0.00         | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991049725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       466 | PA      | $458.22       | 0.00%             | 2024-11-12      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991322463.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $888.53       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $202.03       | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10156578.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23954 | PA      | $24259.47     | 0.00%             | 2026-10-07      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223979.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $82.73        | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080354.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.48        | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612495.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1589 | PA      | $1579.80      | 0.00%             | 2024-08-23      | Fixed         | 22.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6240883.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3046 | PA      | $2895.20      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5995534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11276 | PA      | $10920.55     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11399469.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12509 | PA      | $12686.16     | 0.00%             | 2026-12-26      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9808 | PA      | $7999.38      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218331.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5370 | PA      | $5325.00      | 0.00%             | 2026-12-09      | Fixed         | 30.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09045296.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9489 | PA      | $9637.71      | 0.00%             | 2026-07-13      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       883 | PA      | $816.75       | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025217.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $47.18        | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991080090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $31.44        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132446.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $107.97       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156986.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $60.86        | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167165051.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5148 | PA      | $4945.97      | 0.00%             | 2025-02-24      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11376511.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5609 | PA      | $5658.78      | 0.00%             | 2024-01-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $228.63       | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140959.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       634 | PA      | $639.60       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $143.08       | 0.00%             | 2024-11-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113685.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $35.37        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $225.82       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                   | Upgrade, Inc., 23577000.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3994 | PA      | $4053.36      | 0.00%             | 2023-07-23      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6052291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5593 | PA      | $5317.32      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09239363.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1837 | PA      | $1843.81      | 0.00%             | 2023-05-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319172.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2551 | PA      | $2347.67      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183565213.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2001 | PA      | $1978.43      | 0.00%             | 2024-11-24      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263708.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $58.70        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183391565.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5884 | PA      | $5790.82      | 0.00%             | 2026-11-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101004.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.66         | 0.00%             | 2024-11-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4964207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $401.00       | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742377.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1454 | PA      | $1419.65      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991407328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $77.56        | 0.00%             | 2023-12-18      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153807.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1902 | PA      | $1715.04      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174134234.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15230 | PA      | $1443.02      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991022488.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       803 | PA      | $55.93        | 0.00%             | 2024-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5552577.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       773 | PA      | $754.92       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073506.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $856.95       | 0.00%             | 2026-11-18      | Fixed         | 30.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880356.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2283 | PA      | $2168.48      | 0.00%             | 2027-03-19      | Fixed         | 28.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $18.19        | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3634 | PA      | $3503.07      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $233.27       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       448 | PA      | $446.31       | 0.00%             | 2024-11-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1832966.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16334 | PA      | $16155.67     | 0.00%             | 2026-10-19      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991240768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $157.55       | 0.00%             | 2023-11-30      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3878 | PA      | $3744.54      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991297454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $18.61        | 0.00%             | 2024-12-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878279.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       647 | PA      | $645.47       | 0.00%             | 2024-10-19      | Fixed         | 18.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $193.74       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991101785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.61        | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6146938.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7066 | PA      | $6705.53      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1608826.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13243 | PA      | $3054.19      | 0.00%             | 2026-08-30      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210617.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $66.23        | 0.00%             | 2024-11-29      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991061991.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $150.29       | 0.00%             | 2024-11-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11395641.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22748 | PA      | $23006.35     | 0.00%             | 2026-11-14      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151961.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $318.04       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183949342.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7691 | PA      | $7477.59      | 0.00%             | 2026-12-08      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219745.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2051 | PA      | $2034.18      | 0.00%             | 2026-12-10      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269645.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       333 | PA      | $80.36        | 0.00%             | 2023-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183453750.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34396 | PA      | $33796.76     | 0.00%             | 2026-11-23      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991348628.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       817 | PA      | $812.21       | 0.00%             | 2024-12-20      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351630.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6050 | PA      | $5667.51      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       905 | PA      | $866.34       | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876819.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14523 | PA      | $14444.07     | 0.00%             | 2026-10-19      | Fixed         | 22.33%                | No            |                  3 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2018-INV1, Class A4                                              | CUSIP: 12553XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1243263 | PA      | $1189001.05   | 0.03%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220385.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $23.05        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223413.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $130.89       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991156602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $6.76         | 0.00%             | 2024-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188766.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1290 | PA      | $1315.97      | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255967.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       798 | PA      | $814.57       | 0.00%             | 2024-12-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1615041.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3339 | PA      | $3308.31      | 0.00%             | 2024-08-24      | Fixed         | 7.72%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991126748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $41.76        | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073150.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13232 | PA      | $13134.77     | 0.00%             | 2026-11-18      | Fixed         | 9.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1230 | PA      | $1193.31      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2676 | PA      | $2586.61      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.22         | 0.00%             | 2024-11-15      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11237608.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6004 | PA      | $6063.22      | 0.00%             | 2024-03-10      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31371JPX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1271 | PA      | $1322.57      | 0.00%             | 2030-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5608811.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2897 | PA      | $2536.79      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991213128.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.19        | 0.00%             | 2024-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $135.36       | 0.00%             | 2024-11-19      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032490.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1532 | PA      | $1367.16      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2111 | PA      | $1902.83      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991030291.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $884.14       | 0.00%             | 2024-11-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991164670.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $106.84       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161755.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $365.10       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $532.83       | 0.00%             | 2024-11-27      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991244332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $159.01       | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991358659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2028-02-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991132948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $129.47       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5952961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21194 | PA      | $20184.14     | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4790013.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       600 | PA      | $235.11       | 0.00%             | 2023-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6058367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1956 | PA      | $1876.78      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997344.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9717 | PA      | $9245.81      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184070958.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3795 | PA      | $3737.71      | 0.00%             | 2024-12-14      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122231.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $443.08       | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218817.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4623 | PA      | $4579.53      | 0.00%             | 2026-12-10      | Fixed         | 27.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044464.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $79.03        | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075248.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1057 | PA      | $152.77       | 0.00%             | 2026-11-18      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611376.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11506 | PA      | $11144.21     | 0.00%             | 2024-08-19      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116614.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $-63.23       | -0.00%            | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991199058.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $146.49       | 0.00%             | 2024-12-07      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123315.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $232.03       | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991365395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $118.18       | 0.00%             | 2023-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991331221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $206.18       | 0.00%             | 2024-12-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $572.94       | 0.00%             | 2024-12-08      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115770.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $72.56        | 0.00%             | 2024-11-19      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991201528.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $228.41       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183395168.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21474 | PA      | $16687.39     | 0.00%             | 2026-12-16      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989930.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       912 | PA      | $898.83       | 0.00%             | 2024-11-08      | Fixed         | 13.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       751 | PA      | $733.90       | 0.00%             | 2023-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5772258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4107 | PA      | $3988.43      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.76        | 0.00%             | 2023-12-01      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991114587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $5.22         | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991079861.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $176.14       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991312007.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $123.17       | 0.00%             | 2024-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991151596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $77.52        | 0.00%             | 2023-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5327416.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $1341.50      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991426474.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $334.38       | 0.00%             | 2024-12-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851134.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10597 | PA      | $7299.46      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5554115.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2971 | PA      | $2908.68      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991232410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1191 | PA      | $1189.72      | 0.00%             | 2024-11-26      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5867189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8009 | PA      | $7756.07      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2190045.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4884 | PA      | $164.86       | 0.00%             | 2026-12-09      | Fixed         | 18.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991045793.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $394.24       | 0.00%             | 2023-11-10      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902979.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1797 | PA      | $1754.17      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6362535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20046 | PA      | $18659.01     | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $185.19       | 0.00%             | 2023-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073949.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4120 | PA      | $4085.36      | 0.00%             | 2026-11-18      | Fixed         | 13.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $142.61       | 0.00%             | 2023-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Antares CLO Ltd.                                                                | Antares CLO Ltd., Series 2018-1A, Class B                                          | CUSIP: 03665MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12900000 | PA      | $12441978.45  | 0.35%             | 2031-04-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182852118.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7350 | PA      | $7280.08      | 0.00%             | 2024-11-02      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991418451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $72.34        | 0.00%             | 2023-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743102.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $262.94       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12222310.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38550 | PA      | $38625.73     | 0.00%             | 2027-03-14      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150565.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       320 | PA      | $325.71       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1699091.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38758 | PA      | $38431.05     | 0.00%             | 2026-09-13      | Fixed         | 8.91%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991022193.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $613.78       | 0.00%             | 2024-11-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214101.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5926 | PA      | $430.78       | 0.00%             | 2026-12-09      | Fixed         | 19.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6208876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13175 | PA      | $11899.93     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155729.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $210.91       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5850244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12867 | PA      | $12467.46     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991300152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $111.30       | 0.00%             | 2024-11-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1368 | PA      | $1326.36      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183424030.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5268 | PA      | $5206.61      | 0.00%             | 2024-11-22      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100307.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.23        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5895379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5481 | PA      | $5066.61      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989270.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4127 | PA      | $4081.12      | 0.00%             | 2024-11-08      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $75.36        | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $487.35       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2175 | PA      | $2019.79      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993850.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8970 | PA      | $8876.50      | 0.00%             | 2026-11-08      | Fixed         | 11.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074869.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3849 | PA      | $3800.32      | 0.00%             | 2026-11-18      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4671824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $196.33       | 0.00%             | 2023-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10682190.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17026 | PA      | $17072.54     | 0.00%             | 2026-10-09      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999553.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $658.07       | 0.00%             | 2024-11-08      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.26        | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5658396.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21357 | PA      | $20814.58     | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5670099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1442 | PA      | $1216.95      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991144492.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $257.61       | 0.00%             | 2024-11-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071334.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $1964.98      | 0.00%             | 2024-11-18      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $254.18       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08972934.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9224 | PA      | $3759.17      | 0.00%             | 2026-05-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624370.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10885 | PA      | $10436.94     | 0.00%             | 2026-09-21      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879662.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18068 | PA      | $18011.33     | 0.00%             | 2027-03-19      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6213027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54474 | PA      | $50885.00     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11800362.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9875 | PA      | $9795.30      | 0.00%             | 2027-03-11      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991283748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $156.81       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6294278.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12486 | PA      | $11566.08     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219046.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5614 | PA      | $5559.84      | 0.00%             | 2027-05-10      | Fixed         | 24.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5278472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $489.65       | 0.00%             | 2023-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183159092.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6201 | PA      | $4992.71      | 0.00%             | 2026-11-15      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126988.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2769 | PA      | $2646.14      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $94.36        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128782.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $71.85        | 0.00%             | 2023-11-22      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6318793.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42950 | PA      | $40128.78     | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6309894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6484 | PA      | $6005.00      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5567314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1407 | PA      | $1369.25      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182766834.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16715 | PA      | $16548.53     | 0.00%             | 2024-11-05      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991167348.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $165.22       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833882.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26027 | PA      | $16902.30     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604669.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1201 | PA      | $1172.01      | 0.00%             | 2024-08-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159222.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $537.99       | 0.00%             | 2024-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09818659.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10485 | PA      | $3660.45      | 0.00%             | 2026-08-15      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5598269.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1004 | PA      | $960.13       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754713.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12182 | PA      | $11854.27     | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 163477091.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13500 | PA      | $12997.44     | 0.00%             | 2024-12-20      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994909.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14268 | PA      | $14134.67     | 0.00%             | 2026-11-08      | Fixed         | 27.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1245 | PA      | $149.38       | 0.00%             | 2024-11-10      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991020888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1501 | PA      | $1492.41      | 0.00%             | 2024-11-08      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991154524.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $16.09        | 0.00%             | 2024-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 36 Ltd.                                             | Octagon Investment Partners 36 Ltd., Series 2018-1A, Class A1                      | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |  18000000 | PA      | $17895081.58  | 0.51%             | 2031-04-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183524584.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8218 | PA      | $8032.75      | 0.00%             | 2026-11-26      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2045168.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8131 | PA      | $8101.30      | 0.00%             | 2026-11-18      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5579045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2577 | PA      | $2529.02      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3047 | PA      | $2389.50      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5063833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5316 | PA      | $1446.22      | 0.00%             | 2023-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5068395.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $394.70       | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991158798.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1445 | PA      | $1441.80      | 0.00%             | 2024-11-25      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $86.93        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                               | Corp. Nacional del Cobre de Chile                                                  | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |   6500000 | PA      | $6009266.71   | 0.17%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071257.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       830 | PA      | $825.50       | 0.00%             | 2026-11-18      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991116352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $81.48        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986112.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5577 | PA      | $5084.79      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $105.31       | 0.00%             | 2024-11-25      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10156714.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4038 | PA      | $4062.79      | 0.00%             | 2023-10-02      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08980006.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8449 | PA      | $8571.60      | 0.00%             | 2025-04-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4764916.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7948 | PA      | $4931.11      | 0.00%             | 2023-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2785 | PA      | $2679.87      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146278.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162093.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $2.57         | 0.00%             | 2023-12-01      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12077324.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22901 | PA      | $22765.17     | 0.00%             | 2027-03-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183805030.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23841 | PA      | $22691.37     | 0.00%             | 2026-12-16      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120675.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $369.88       | 0.00%             | 2024-11-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163809.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7074 | PA      | $7046.85      | 0.00%             | 2024-12-01      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704776.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5625 | PA      | $5552.11      | 0.00%             | 2026-09-13      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $110.67       | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991371940.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       779 | PA      | $794.96       | 0.00%             | 2024-12-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $213.75       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991278138.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $82.05        | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $104.41       | 0.00%             | 2024-11-09      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155085.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.23        | 0.00%             | 2023-11-29      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991191859.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $122.98       | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270857.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $396.99       | 0.00%             | 2024-11-29      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $39.31        | 0.00%             | 2024-11-12      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991215221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2095 | PA      | $2169.11      | 0.00%             | 2024-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991244136.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $447.55       | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139453.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $72.49        | 0.00%             | 2024-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991031395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $103.50       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989244.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2767 | PA      | $2745.08      | 0.00%             | 2026-11-08      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5047833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3738 | PA      | $2349.00      | 0.00%             | 2023-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10176592.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38003 | PA      | $38565.92     | 0.00%             | 2026-08-17      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183211187.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17497 | PA      | $17065.93     | 0.00%             | 2026-12-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597684.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3913 | PA      | $3283.91      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991934.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2976 | PA      | $2949.19      | 0.00%             | 2024-11-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183802837.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19794 | PA      | $19604.41     | 0.00%             | 2024-12-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10561719.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8838 | PA      | $8967.23      | 0.00%             | 2025-09-20      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064713.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     81559 | PA      | $77627.32     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6236092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1504 | PA      | $1390.32      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611811.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15726 | PA      | $15588.42     | 0.00%             | 2026-08-23      | Fixed         | 15.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $126.19       | 0.00%             | 2023-11-28      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183476973.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9972 | PA      | $9794.29      | 0.00%             | 2024-11-24      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991315535.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $25.31        | 0.00%             | 2023-12-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149988.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $404.62       | 0.00%             | 2024-11-29      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2225 | PA      | $1937.90      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991308038.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.14        | 0.00%             | 2024-11-25      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3133KNQU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    576884 | PA      | $486137.50    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991305114.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $322.73       | 0.00%             | 2023-12-17      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09778974.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36491 | PA      | $36817.55     | 0.00%             | 2026-07-05      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10525907.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14591 | PA      | $14790.31     | 0.00%             | 2026-09-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249622.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $222.17       | 0.00%             | 2023-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217625.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $1009.63      | 0.00%             | 2024-11-29      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Carlyle US CLO Ltd.                                                             | Carlyle US CLO Ltd., Series 2017-5A, Class A2                                      | CUSIP: 14316AAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2740000 | PA      | $2666673.35   | 0.08%             | 2030-01-20      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183726564.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18391 | PA      | $2327.25      | 0.00%             | 2026-12-23      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991183104.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $182.82       | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6204651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2948 | PA      | $2659.33      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100555.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1047 | PA      | $724.95       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $103.55       | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11393178.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12937 | PA      | $12963.85     | 0.00%             | 2027-01-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182958729.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6276 | PA      | $6222.92      | 0.00%             | 2024-11-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11254936.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36485 | PA      | $36349.80     | 0.00%             | 2027-06-17      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1896 | PA      | $1762.22      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182460757.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7032 | PA      | $5327.27      | 0.00%             | 2024-11-15      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183893289.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1751 | PA      | $1728.66      | 0.00%             | 2024-12-07      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991029833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $7.06         | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $151.22       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991177125.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $249.11       | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991187964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $187.75       | 0.00%             | 2024-11-27      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 36 Ltd.                                             | Octagon Investment Partners 36 Ltd., Series 2018-1A, Class A2                      | CUSIP: 67591UAE7<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8316411.81   | 0.23%             | 2031-04-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1311 | PA      | $990.73       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6241568.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18708 | PA      | $17840.33     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823402.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17103 | PA      | $15141.52     | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1611967.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3625 | PA      | $3561.86      | 0.00%             | 2025-01-23      | Fixed         | 27.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359440.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8490 | PA      | $7951.11      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991334473.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $203.71       | 0.00%             | 2024-12-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.67        | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991250633.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $107.56       | 0.00%             | 2024-12-01      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991142067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $731.21       | 0.00%             | 2024-11-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173107270.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       723 | PA      | $712.62       | 0.00%             | 2023-12-18      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991157174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.18         | 0.00%             | 2028-02-16      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195206.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $491.68       | 0.00%             | 2023-11-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10156629.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7919 | PA      | $8033.22      | 0.00%             | 2026-10-04      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991194986.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.01        | 0.00%             | 2024-11-28      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991239091.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $879.25       | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991259402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $92.80        | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6305443.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $953.10       | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11391376.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18341 | PA      | $18389.44     | 0.00%             | 2026-12-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183239755.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21332 | PA      | $20987.72     | 0.00%             | 2026-11-16      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $18.89        | 0.00%             | 2024-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1481 | PA      | $1458.12      | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10475255.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1145 | PA      | $1132.56      | 0.00%             | 2026-10-16      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137901.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $130.25       | 0.00%             | 2024-11-10      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3452 | PA      | $2288.13      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991047284.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $51.12        | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $3258.28      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6906 | PA      | $6084.31      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1615164.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8015 | PA      | $7743.58      | 0.00%             | 2026-08-13      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991234501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $481.82       | 0.00%             | 2024-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991178992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1729 | PA      | $1775.97      | 0.00%             | 2024-12-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991307103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $476.19       | 0.00%             | 2024-12-16      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991141864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $-2.67        | -0.00%            | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991135834.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $333.65       | 0.00%             | 2024-11-21      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Logan CLO I Ltd.                                                                | Logan CLO I Ltd., Series 2021-1A, Class A                                          | CUSIP: 540543AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4670667.04   | 0.13%             | 2034-07-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5531634.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16975 | PA      | $12592.44     | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988462.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5454 | PA      | $5378.65      | 0.00%             | 2026-11-08      | Fixed         | 20.81%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184190300.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9485 | PA      | $8999.29      | 0.00%             | 2026-12-22      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $524.15       | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216931.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7420 | PA      | $520.45       | 0.00%             | 2026-12-09      | Fixed         | 29.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989812.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20221 | PA      | $2724.88      | 0.00%             | 2026-11-08      | Fixed         | 15.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174137.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $335.38       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $0.00         | 0.00%             | 2024-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991150932.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $271.10       | 0.00%             | 2023-11-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613119.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11282 | PA      | $10635.97     | 0.00%             | 2027-01-24      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995974.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7937 | PA      | $7827.43      | 0.00%             | 2026-11-08      | Fixed         | 18.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991253399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $24.97        | 0.00%             | 2024-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $47.48        | 0.00%             | 2024-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991315452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $346.77       | 0.00%             | 2023-12-20      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $482.64       | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991221843.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.69         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12266979.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16182 | PA      | $16345.01     | 0.00%             | 2025-01-28      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08967293.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13095 | PA      | $13437.42     | 0.00%             | 2025-05-29      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11280073.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25539 | PA      | $25868.02     | 0.00%             | 2025-11-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204850.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.80         | 0.00%             | 2024-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991281.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1868 | PA      | $1836.00      | 0.00%             | 2026-11-08      | Fixed         | 20.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4610061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $450.05       | 0.00%             | 2023-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991159756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $272.93       | 0.00%             | 2024-11-30      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6199992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5635 | PA      | $5341.95      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991112167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $89.83        | 0.00%             | 2024-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168466.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $639.50       | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613956.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $1690.89      | 0.00%             | 2026-08-24      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991305756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.37        | 0.00%             | 2023-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991347765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $830.95       | 0.00%             | 2024-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184273228.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13089 | PA      | $12915.86     | 0.00%             | 2026-12-30      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230761.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $316.27       | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131281.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.61        | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991258669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $143.92       | 0.00%             | 2023-11-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070735.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7326 | PA      | $7292.54      | 0.00%             | 2024-11-18      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991361711.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $0.67         | 0.00%             | 2027-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5126348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7592 | PA      | $7243.62      | 0.00%             | 2023-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585701.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1060 | PA      | $1038.58      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3938 | PA      | $3773.11      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652014.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4471 | PA      | $4302.78      | 0.00%             | 2024-11-02      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5841487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3873 | PA      | $3689.37      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5040637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1271 | PA      | $1185.25      | 0.00%             | 2023-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6020332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5468 | PA      | $5356.57      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991044948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $140.97       | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991196590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $201.13       | 0.00%             | 2024-11-12      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217697.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       711 | PA      | $748.19       | 0.00%             | 2024-11-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2261 | PA      | $2194.99      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991145029.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.51        | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991090030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $177.34       | 0.00%             | 2023-11-11      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08749214.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8774 | PA      | $8932.59      | 0.00%             | 2025-03-05      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1703542.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20981 | PA      | $20861.60     | 0.00%             | 2026-09-13      | Fixed         | 31.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5708156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16622 | PA      | $16134.60     | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991165687.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       934 | PA      | $924.80       | 0.00%             | 2024-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168963.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1364 | PA      | $1405.49      | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5069849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $281.22       | 0.00%             | 2023-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991106393.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $124.72       | 0.00%             | 2023-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $1131.09      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953856.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11866 | PA      | $11193.22     | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5300101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $351.80       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128509.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $242.21       | 0.00%             | 2024-11-21      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1988381.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4320 | PA      | $4265.56      | 0.00%             | 2026-11-08      | Fixed         | 31.18%                | 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